Database exists, assume schema does, too.
Seasonal Indexes
03-31 06-30 09-30 12-31
0 Energy ETF Information Technology ETF Information Technology ETF Information Technology ETF
1 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Financials ETF
2 Utilities ETF Energy ETF SP500 Materials ETF
3 SP1500 Materials ETF Industrials ETF SP600
4 Industrials ETF SP1500 SP1500 Consumer Discretionary ETF
5 SP500 SP500 Health Care ETF SP400
6 SP600 SP600 Utilities ETF SP500
7 Health Care ETF SP400 Consumer Staples ETF SP1500
8 Consumer Staples ETF Health Care ETF Financials ETF Health Care ETF
9 SP400 Communication Services ETF Materials ETF Consumer Staples ETF
10 Financials ETF Real Estate ETF Communication Services ETF Energy ETF
11 Consumer Discretionary ETF Financials ETF SP400 Utilities ETF
12 Real Estate ETF Industrials ETF Real Estate ETF Industrials ETF
13 Materials ETF Consumer Staples ETF SP600 Real Estate ETF
14 Communication Services ETF Utilities ETF Energy ETF Communication Services ETF
03-31 06-30 09-30 12-31
SP1500 -0.010622 0.081757 0.041626 0.049958
SP500 -0.011990 0.080771 0.045646 0.050086
SP600 -0.017768 0.080509 0.019158 0.057970
SP400 -0.019859 0.080174 0.020554 0.051549
Communication Services ETF -0.032872 0.075995 0.022591 0.017899
Consumer Discretionary ETF -0.021214 0.120254 0.052510 0.052777
Consumer Staples ETF -0.018663 0.035480 0.034807 0.045915
Energy ETF 0.055913 0.096281 -0.039735 0.042416
Financials ETF -0.020711 0.061049 0.030176 0.065446
Health Care ETF -0.017923 0.078706 0.041045 0.047467
Industrials ETF -0.011020 0.058300 0.045427 0.039920
Information Technology ETF 0.006217 0.121831 0.068693 0.067531
Materials ETF -0.026671 0.082827 0.027940 0.058669
Real Estate ETF -0.026416 0.075756 0.019424 0.038472
Utilities ETF -0.001263 0.026125 0.039218 0.042001
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current
06-16
Energy ETF 0.012706
Consumer Staples ETF -0.093155
Utilities ETF -0.118472
Health Care ETF -0.137078
Materials ETF -0.161299
SP600 -0.172097
Industrials ETF -0.178382
SP1500 -0.186938
SP500 -0.188181
Financials ETF -0.192419
Real Estate ETF -0.196826
SP400 -0.200647
Communication Services ETF -0.238734
Information Technology ETF -0.241332
Consumer Discretionary ETF -0.270279
standard deviations
03-31 06-30 09-30 12-31
SP1500 0.134644 0.072380 0.037999 0.110320
SP500 0.127411 0.070450 0.039033 0.106496
SP600 0.199479 0.088447 0.037096 0.179394
SP400 0.157662 0.100224 0.037075 0.138781
Communication Services ETF 0.138244 0.095192 0.045269 0.123434
Consumer Discretionary ETF 0.151791 0.146922 0.083611 0.127243
Consumer Staples ETF 0.096633 0.035421 0.049261 0.063730
Energy ETF 0.369457 0.166709 0.099129 0.202483
Financials ETF 0.192299 0.053666 0.014462 0.140299
Health Care ETF 0.079810 0.054107 0.065798 0.098650
Industrials ETF 0.178470 0.072339 0.066050 0.134044
Information Technology ETF 0.135329 0.113409 0.054569 0.136753
Materials ETF 0.163483 0.099766 0.065317 0.127072
Real Estate ETF 0.161483 0.056090 0.032025 0.078165
Utilities ETF 0.092016 0.021473 0.033841 0.054883
t scores
03-31 06-30 09-30 12-31
SP1500 -0.035281 0.505153 0.489908 0.202519
SP500 -0.042087 0.512730 0.522980 0.210329
SP600 -0.039834 0.407076 0.230960 0.144515
SP400 -0.056330 0.357747 0.247928 0.166115
Communication Services ETF -0.106341 0.357027 0.223180 0.064848
Consumer Discretionary ETF -0.062503 0.366041 0.280865 0.185493
Consumer Staples ETF -0.086371 0.447954 0.315992 0.322196
Energy ETF 0.067680 0.258283 -0.179260 0.093682
Financials ETF -0.048166 0.508740 0.933164 0.208614
Health Care ETF -0.100433 0.650529 0.278976 0.215182
Industrials ETF -0.027615 0.360421 0.307577 0.133187
Information Technology ETF 0.020546 0.480423 0.562966 0.220841
Materials ETF -0.072960 0.371283 0.191302 0.206478
Real Estate ETF -0.073157 0.604012 0.271246 0.220111
Utilities ETF -0.006140 0.544116 0.518265 0.342246
p values
03-31 06-30 09-30 12-31
SP1500 0.487036 0.675887 0.671106 0.573766
SP500 0.484537 0.678247 0.681422 0.576557
SP600 0.485364 0.644372 0.583899 0.552872
SP400 0.479310 0.627889 0.589904 0.560685
Communication Services ETF 0.461012 0.627646 0.581136 0.523813
Consumer Discretionary ETF 0.477047 0.630688 0.601465 0.567662
Consumer Staples ETF 0.468307 0.657720 0.613641 0.615774
Energy ETF 0.524851 0.593553 0.434579 0.534366
Financials ETF 0.482306 0.677006 0.790214 0.575945
Health Care ETF 0.463168 0.719135 0.600805 0.578288
Industrials ETF 0.489852 0.628793 0.610739 0.548761
Information Technology ETF 0.507551 0.668108 0.693606 0.580304
Materials ETF 0.473215 0.632451 0.569748 0.575182
Real Estate ETF 0.473143 0.705773 0.598102 0.580044
Utilities ETF 0.497743 0.687902 0.679964 0.622630
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        <AxesSubplot:title={'center':'06-30'}>],
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Energy ETF Consumer Staples ETF Utilities ETF Health Care ETF Materials ETF SP600 Industrials ETF SP1500 SP500 Financials ETF Real Estate ETF SP400 Communication Services ETF Information Technology ETF Consumer Discretionary ETF
2017-03-31 00:00:00 nan nan nan nan nan nan nan nan nan nan nan nan nan nan nan
2017-06-30 00:00:00 -0.078709 0.010040 0.022113 0.072895 0.026999 0.018327 0.042167 0.030375 0.030708 0.038955 0.017375 0.031752 -0.024136 0.041388 0.028386
2017-09-30 00:00:00 0.069612 -0.012346 0.031518 0.040565 0.066617 0.064962 0.052781 0.044807 0.045666 0.052789 0.008095 0.035020 0.015498 0.083223 0.014521
2017-12-31 00:00:00 0.073946 0.059268 0.000687 0.018576 0.071798 0.038747 0.066175 0.066880 0.069917 0.073683 0.012742 0.074139 0.000763 0.093087 0.097848
2018-03-31 00:00:00 -0.078807 -0.073521 -0.033734 -0.020049 -0.072483 -0.011631 -0.033542 -0.021321 -0.024130 -0.015065 -0.086159 -0.003978 -0.085669 0.020711 -0.001942
2018-06-30 00:00:00 0.150528 0.006353 0.053422 0.055259 0.036210 0.106722 -0.008057 0.052094 0.047568 -0.011331 0.094633 0.045520 0.035862 0.080437 0.088528
2018-09-30 00:00:00 0.021911 0.050064 0.019751 0.137698 0.007338 0.032842 0.094874 0.070536 0.078236 0.031675 0.000044 0.032902 0.023115 0.117719 0.066008
2018-12-31 00:00:00 -0.267451 -0.055862 0.009925 -0.108129 -0.154310 -0.193040 -0.183620 -0.142834 -0.137319 -0.138848 -0.058855 -0.172165 -0.143117 -0.174415 -0.162070
2019-03-31 00:00:00 0.178564 0.111156 0.103055 0.081835 0.126958 0.124660 0.183161 0.151853 0.144236 0.109942 0.173365 0.157497 0.139541 0.217473 0.157197
2019-06-30 00:00:00 -0.048754 0.036556 0.035855 0.017469 0.040951 0.010843 0.034436 0.039106 0.040369 0.067026 0.015389 0.030815 0.035928 0.054745 0.040127
2019-09-30 00:00:00 -0.075658 0.056319 0.090872 -0.035439 -0.013089 -0.004200 0.004465 0.006291 0.011423 0.013235 0.075811 -0.009122 -0.002023 0.016115 0.002509
2019-12-31 00:00:00 0.054552 0.036517 0.002011 0.147851 0.066971 0.082573 0.058155 0.090490 0.089876 0.096390 0.005745 0.066590 0.086727 0.139034 0.056223
2020-03-31 00:00:00 -0.523877 -0.141472 -0.141270 -0.131539 -0.278876 -0.328050 -0.279339 -0.205302 -0.194477 -0.330709 -0.241350 -0.247693 -0.187109 -0.131215 -0.231167
2020-06-30 00:00:00 0.332245 0.094561 0.024507 0.164463 0.260712 0.223617 0.182339 0.206715 0.201618 0.135641 0.135399 0.259149 0.224230 0.318555 0.379795
2020-09-30 00:00:00 -0.188315 0.098022 0.051209 0.062281 0.120651 0.032878 0.118587 0.086119 0.090383 0.028859 0.013268 0.068091 0.097573 0.120087 0.192380
2020-12-31 00:00:00 0.300830 0.074374 0.073335 0.101111 0.172363 0.312278 0.178685 0.132216 0.121185 0.253698 0.092916 0.211458 0.182130 0.138205 0.172875
2021-03-31 00:00:00 0.324479 0.030385 0.031042 0.025327 0.105419 0.184526 0.116450 0.070761 0.063518 0.165207 0.087920 0.084662 0.083288 0.015110 0.073815
2021-06-30 00:00:00 0.126094 0.029888 -0.005272 0.083442 0.049264 0.043034 0.040613 0.080495 0.083593 0.074954 0.115985 0.033635 0.108092 0.114030 0.064435
2021-09-30 00:00:00 -0.026222 -0.018026 0.002739 0.000121 -0.041816 -0.030694 -0.043573 0.000378 0.002523 0.024323 -0.000098 -0.024123 -0.021207 0.006319 -0.012866
2021-12-31 00:00:00 0.050203 0.115277 0.124048 0.077925 0.136524 0.049293 0.080207 0.103038 0.106772 0.042310 0.139811 0.077726 -0.037011 0.141743 0.099010
2022-03-31 00:00:00 0.379204 -0.019862 0.034591 -0.045192 -0.014374 -0.058344 -0.041831 -0.049102 -0.049099 -0.032929 -0.065856 -0.089783 -0.114414 -0.090992 -0.103975
2022-06-16 00:00:00 0.012706 -0.093155 -0.118472 -0.137078 -0.161299 -0.172097 -0.178382 -0.186938 -0.188181 -0.192419 -0.196826 -0.200647 -0.238734 -0.241332 -0.270279
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-16 00:00:00
0 SP1500 Health Care ETF Information Technology ETF Consumer Discretionary ETF Information Technology ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Financials ETF Utilities ETF Health Care ETF Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF SP600 Energy ETF Energy ETF Financials ETF Information Technology ETF Energy ETF Energy ETF
1 SP500 Industrials ETF Energy ETF Information Technology ETF Consumer Discretionary ETF SP600 Information Technology ETF Consumer Staples ETF Industrials ETF Information Technology ETF Real Estate ETF Information Technology ETF Health Care ETF Energy ETF Materials ETF Energy ETF SP600 Real Estate ETF Information Technology ETF Real Estate ETF Utilities ETF Consumer Staples ETF
2 SP600 Information Technology ETF Materials ETF SP400 SP400 Real Estate ETF Industrials ETF Real Estate ETF Energy ETF Materials ETF Consumer Staples ETF Financials ETF Utilities ETF Information Technology ETF Information Technology ETF Financials ETF Financials ETF Information Technology ETF Utilities ETF Materials ETF Materials ETF Utilities ETF
3 SP400 Financials ETF SP600 Energy ETF SP600 Consumer Discretionary ETF SP500 Health Care ETF Real Estate ETF SP500 Information Technology ETF SP1500 Consumer Staples ETF Materials ETF Industrials ETF SP400 Industrials ETF Communication Services ETF SP500 Utilities ETF Consumer Staples ETF Health Care ETF
4 Communication Services ETF SP400 Financials ETF Financials ETF Financials ETF Information Technology ETF SP1500 SP500 SP400 Consumer Discretionary ETF Financials ETF SP500 Communication Services ETF SP400 Consumer Staples ETF Communication Services ETF Materials ETF SP500 SP1500 Consumer Staples ETF Financials ETF Materials ETF
5 Consumer Discretionary ETF SP500 Industrials ETF Materials ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Financials ETF Consumer Discretionary ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Communication Services ETF Industrials ETF Real Estate ETF Health Care ETF Health Care ETF SP500 Industrials ETF SP600
6 Consumer Staples ETF SP1500 SP500 SP500 SP1500 Utilities ETF Consumer Staples ETF SP1500 SP1500 Consumer Staples ETF SP1500 SP600 SP1500 SP600 SP500 Consumer Discretionary ETF SP400 SP1500 Real Estate ETF SP1500 Health Care ETF Industrials ETF
7 Energy ETF Consumer Discretionary ETF SP1500 SP1500 SP500 SP1500 SP400 Communication Services ETF SP500 Communication Services ETF Industrials ETF Materials ETF Consumer Discretionary ETF SP1500 SP1500 Materials ETF Communication Services ETF Financials ETF Consumer Discretionary ETF Consumer Discretionary ETF SP500 SP1500
8 Financials ETF Materials ETF Health Care ETF Industrials ETF Industrials ETF SP500 SP600 Materials ETF Communication Services ETF Utilities ETF Consumer Discretionary ETF SP400 Real Estate ETF SP500 SP400 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Consumer Staples ETF Industrials ETF SP1500 SP500
9 Health Care ETF Utilities ETF SP400 Consumer Staples ETF Utilities ETF SP400 Financials ETF Consumer Discretionary ETF Materials ETF Industrials ETF Communication Services ETF Industrials ETF SP400 Industrials ETF Health Care ETF SP1500 SP1500 Materials ETF Communication Services ETF Health Care ETF SP600 Financials ETF
10 Industrials ETF SP600 Utilities ETF SP600 Materials ETF Materials ETF Communication Services ETF SP400 SP600 SP400 SP600 Consumer Discretionary ETF Materials ETF Health Care ETF Utilities ETF SP500 SP500 SP600 SP400 SP400 Real Estate ETF Real Estate ETF
11 Information Technology ETF Real Estate ETF Communication Services ETF Health Care ETF Consumer Staples ETF Communication Services ETF Energy ETF Information Technology ETF Consumer Staples ETF Health Care ETF SP400 Energy ETF Industrials ETF Financials ETF SP600 Health Care ETF Utilities ETF Industrials ETF Energy ETF Energy ETF SP400 SP400
12 Materials ETF Consumer Staples ETF Consumer Discretionary ETF Real Estate ETF Energy ETF Consumer Staples ETF Utilities ETF Industrials ETF Financials ETF Real Estate ETF Materials ETF Consumer Staples ETF SP600 Real Estate ETF Financials ETF Real Estate ETF Consumer Staples ETF SP400 SP600 SP600 Information Technology ETF Communication Services ETF
13 Real Estate ETF Communication Services ETF Real Estate ETF Communication Services ETF Communication Services ETF Industrials ETF Materials ETF SP600 Utilities ETF SP600 Health Care ETF Real Estate ETF Financials ETF Consumer Staples ETF Real Estate ETF Consumer Staples ETF Health Care ETF Consumer Staples ETF Materials ETF Financials ETF Consumer Discretionary ETF Information Technology ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Real Estate ETF Financials ETF Real Estate ETF Energy ETF Health Care ETF Energy ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Information Technology ETF Utilities ETF Industrials ETF Communication Services ETF Communication Services ETF Consumer Discretionary ETF
Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
2022-06-16
Information Technology ETF 0.104036
Consumer Discretionary ETF 0.102679
Energy ETF 0.082078
Materials ETF 0.070544
SP1500 0.069627
SP500 0.068783
SP600 0.068558
SP400 0.068271
Health Care ETF 0.067014
Communication Services ETF 0.064694
Real Estate ETF 0.064490
Financials ETF 0.051916
Industrials ETF 0.049568
Consumer Staples ETF 0.030116
Utilities ETF 0.022161
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-16 00:00:00
0 SP1500 Utilities ETF Energy ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Utilities ETF Real Estate ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Energy ETF Real Estate ETF Energy ETF Real Estate ETF Energy ETF Information Technology ETF
1 SP500 Health Care ETF SP600 Energy ETF SP400 Utilities ETF Energy ETF Real Estate ETF Real Estate ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Energy ETF Materials ETF SP600 SP600 Communication Services ETF Financials ETF Utilities ETF Utilities ETF Consumer Discretionary ETF
2 SP600 Industrials ETF Materials ETF Industrials ETF Information Technology ETF SP600 Industrials ETF Consumer Staples ETF Industrials ETF Consumer Staples ETF Consumer Staples ETF Communication Services ETF Information Technology ETF Information Technology ETF Communication Services ETF Financials ETF Financials ETF Energy ETF Real Estate ETF Materials ETF Materials ETF Energy ETF
3 SP400 Financials ETF Financials ETF Information Technology ETF SP600 Real Estate ETF Information Technology ETF Health Care ETF Consumer Discretionary ETF Industrials ETF Financials ETF SP1500 Utilities ETF SP400 Industrials ETF Communication Services ETF Materials ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF Consumer Staples ETF Information Technology ETF SP400 Financials ETF Health Care ETF SP500 Communication Services ETF SP400 Communication Services ETF SP600 SP500 Communication Services ETF Materials ETF Consumer Staples ETF SP400 Industrials ETF Health Care ETF Health Care ETF Consumer Staples ETF Financials ETF SP1500
5 Consumer Discretionary ETF SP400 SP400 SP500 Health Care ETF Consumer Staples ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Financials ETF SP500 Communication Services ETF Information Technology ETF Industrials ETF Communication Services ETF SP500 SP1500 SP500 Health Care ETF SP500
6 Consumer Staples ETF SP500 Industrials ETF SP1500 SP1500 SP1500 Consumer Staples ETF SP1500 SP1500 Materials ETF SP400 SP600 SP1500 SP600 SP400 Consumer Discretionary ETF Real Estate ETF SP1500 SP500 SP1500 Industrials ETF SP600
7 Energy ETF SP1500 SP1500 Consumer Staples ETF SP500 Consumer Discretionary ETF SP600 Financials ETF SP500 SP1500 SP500 Industrials ETF Consumer Discretionary ETF SP1500 SP500 Materials ETF SP400 Consumer Staples ETF Communication Services ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF SP500 Materials ETF Industrials ETF SP500 Consumer Discretionary ETF Materials ETF Materials ETF SP400 SP1500 SP400 Real Estate ETF Industrials ETF SP1500 SP1500 Consumer Discretionary ETF Information Technology ETF SP400 Industrials ETF SP1500 Health Care ETF
9 Health Care ETF Real Estate ETF Health Care ETF Financials ETF Utilities ETF SP400 SP400 Consumer Discretionary ETF SP600 Real Estate ETF Energy ETF Energy ETF SP400 SP500 Health Care ETF SP500 SP1500 Industrials ETF SP600 Health Care ETF Real Estate ETF Communication Services ETF
10 Industrials ETF SP600 Communication Services ETF Communication Services ETF Materials ETF Communication Services ETF Financials ETF Industrials ETF Financials ETF Health Care ETF Industrials ETF Materials ETF Materials ETF Health Care ETF SP600 Information Technology ETF SP500 Utilities ETF Consumer Staples ETF SP400 SP600 Real Estate ETF
11 Information Technology ETF Information Technology ETF Utilities ETF SP600 Communication Services ETF Information Technology ETF Communication Services ETF SP400 Consumer Staples ETF Information Technology ETF Materials ETF Consumer Discretionary ETF Industrials ETF Financials ETF Utilities ETF Real Estate ETF Consumer Staples ETF Materials ETF Information Technology ETF Energy ETF SP400 Financials ETF
12 Materials ETF Consumer Discretionary ETF Real Estate ETF Real Estate ETF Consumer Staples ETF Materials ETF Real Estate ETF Information Technology ETF Energy ETF SP600 Consumer Discretionary ETF Consumer Staples ETF Financials ETF Real Estate ETF Financials ETF Health Care ETF Health Care ETF SP600 Consumer Discretionary ETF SP600 Communication Services ETF Industrials ETF
13 Real Estate ETF Communication Services ETF Consumer Discretionary ETF Health Care ETF Real Estate ETF Industrials ETF Utilities ETF SP600 Utilities ETF Consumer Discretionary ETF Information Technology ETF Real Estate ETF SP600 Consumer Staples ETF Real Estate ETF Utilities ETF Utilities ETF SP400 Materials ETF Financials ETF Consumer Discretionary ETF Consumer Staples ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Energy ETF Financials ETF Materials ETF Energy ETF Health Care ETF Energy ETF Health Care ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Consumer Staples ETF Information Technology ETF Consumer Discretionary ETF Industrials ETF Communication Services ETF Information Technology ETF Utilities ETF
Index Symbol risk_trend_factor
0 SP500 SPY -3.322122
1 SP1500 SPTM -3.343750
2 SP400 MDYG -4.411325
3 SP600 SLY -4.590014
Symbol risk_trend_factor Sector
3 VDE 0.462556 Energy ETF
2 VDC -2.028745 Consumer Staples ETF
10 VPU -2.228331 Utilities ETF
8 VAW -2.769405 Materials ETF
5 VHT -2.850492 Health Care ETF
9 VNQ -2.915234 Real Estate ETF
4 VFH -3.976216 Financials ETF
6 VIS -4.047714 Industrials ETF
1 VCR -4.153733 Consumer Discretionary ETF
7 VGT -4.418808 Information Technology ETF
0 VOX -7.422475 Communication Services ETF
Rolling Quarterly Mean Return
Quarterly Returns
0.2346399907935845
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')
Symbol latest_p risk_trend_factor adf hurst Sector Market Index vol_30d_2yr
0 ACC 64.099998 10.609763 0.977604 0.419621 error SP400 26979850.78125
1 MTOR 35.91 4.956529 0.29595 0.43549 error SP600 15439291.992188
2 TVTY 32.099998 2.26495 0.517984 0.449082 error SP600 10912294.921875
3 Y 830.47998 2.012295 0.382778 0.459301 Financial Services SP400 1621906.25
4 SAFM 206.449997 1.545589 0.651375 0.476748 Consumer Defensive SP400 5064230.46875
5 BANF 91.559998 1.522781 0.918694 0.536414 Financial Services SP600 2480129.6875
6 PBF 35.09 1.214106 0.622395 0.555912 Energy SP600 92708582.421875
7 TWI 18.08 1.188361 0.834351 0.500331 Industrials SP600 10535892.773438
8 CEIX 49.060001 1.103516 0.891799 0.522582 Energy SP600 10281161.132812
9 LNTH 59.540001 1.052988 0.957446 0.533091 Healthcare SP600 14113253.515625
10 GO 40.450001 0.992056 0.177952 0.402887 Consumer Defensive SP400 21743692.96875
11 XOM 91.389999 0.949011 0.916245 0.534339 error SP500 552368724.023438
12 MCK 304.019989 0.9363 0.997806 0.461676 Healthcare SP500 22892569.726562
13 COP 102.419998 0.839988 0.929388 0.48705 Energy SP500 189223264.453125
14 HRB 33.27 0.825493 0.68658 0.435784 Consumer Cyclical SP400 54246410.742188
15 SM 43.299999 0.776368 0.889778 0.475064 Energy SP600 85523868.75
16 DVN 63.27 0.769026 0.955415 0.547561 Energy SP500 237831403.90625
17 ROG 257.079987 0.729041 0.707598 0.478685 error SP600 3248152.734375
18 SJI 33.759998 0.666664 0.156179 0.415159 error SP600 26835210.15625
19 APA 41.759998 0.662665 0.332977 0.446771 Energy SP500 204947064.257812
20 MPC 91.980003 0.658939 0.710335 0.51907 Energy SP500 141887166.210938
21 DINO 47.77 0.622034 0.504978 0.561898 Energy SP400 51415267.1875
22 MRO 25.66 0.621752 0.862619 0.540113 Energy SP500 490913172.265625
23 MTDR 56.040001 0.61596 0.921632 0.464965 Energy SP400 48834102.929688
24 ROCC 41.779999 0.612375 0.601456 0.578912 Energy SP600 12003625.0
25 VLO 118.739998 0.56008 0.703807 0.534876 Energy SP500 90493904.492188
26 PSB 185.740005 0.552514 0.808632 0.476969 error SP400 2715957.617188
27 CIVI 66.389999 0.47854 0.000353 0.475979 Energy SP600 11253325.390625
28 VDE 108.400002 0.462556 0.733758 0.517254 error NaN 25794671.875
29 WRB 66.300003 0.379041 0.938034 0.452933 Financial Services SP500 24747816.40625
30 PDCE 72.650002 0.347614 0.542285 0.491711 Energy SP400 24816581.054688
31 FANG 133.679993 0.304849 0.668762 0.470333 Energy SP500 60309967.578125
32 MANT 94.690002 0.303582 0.565273 0.363266 Technology SP600 4412490.234375
33 FCN 162.949997 0.286702 0.916688 0.405187 Industrials SP400 6861602.34375
34 OXY 56.810001 0.244336 0.695678 0.543336 Energy SP500 499589648.4375
35 EOG 119.559998 0.24174 0.682764 0.481992 Energy SP500 97161242.382812
nominal, pct_change, pct_change().cumsum
Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719865437.6953125
Sector 1YMF: -285.47003173828125
1YMF: -285.47003173828125
risk trend factor: -3.322122130654123
      totalAssets  trailingPE
SPY  3.710190e+11    2.538166
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 366.649994 369.000236 397.879841 426.759446 420.668572 24.765352 371.137868 470.199277
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPY 1.187217 366.649994 1719865437.695312 0.37404 0.668152 0.422436
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 900.8255729001365 691.1877332173517
test cv mean error, stdev (10 folds): 947.3979204155439 708.2791359713194
sell date: 2022-08-28
expected return: 0.09779109831779359
discounted return: 0.0012966742399809217
quarter return: 1.126614090075292
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10178996.6796875
Sector 1YMF: -35.31000900268555
1YMF: -35.31000900268555
risk trend factor: -3.3437504176840096
       totalAssets
SPTM  5.538233e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 45.189999 45.493599 49.085238 52.676877 51.837778 3.005692 45.826394 57.849161
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPTM 1.613175 45.189999 10178996.679688 0.382941 0.660777 0.429302
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 14.385067335438295 11.7776188121974
test cv mean error, stdev (10 folds): 15.153048662666269 12.087009213381313
sell date: 2022-08-28
expected return: 0.06116742222449132
discounted return: 0.0008249184445154878
quarter return: 1.0788128369935377
['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4966221.6796875
Sector 1YMF: -70.88999938964844
1YMF: -70.88999938964844
risk trend factor: -4.411325496943257
Empty DataFrame
Columns: []
Index: [MDYG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 59.32 60.264492 65.645397 71.026302 69.286825 4.228363 60.8301 77.743551
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MDYG 0.566245 59.32 4966221.679688 0.237412 0.497173 0.451359
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 44.77116239403053 49.782598109890024
test cv mean error, stdev (10 folds): 48.33338950551348 50.85817154408968
sell date: 2022-09-18
expected return: 0.1278630858607739
discounted return: 0.0012946520482137736
quarter return: 1.1264047836005713
['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1809732.8125
Sector 1YMF: -79.04000854492188
1YMF: -79.04000854492188
risk trend factor: -4.590013818867828
Empty DataFrame
Columns: []
Index: [SLY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 77.5 79.070455 85.374285 91.678116 88.497619 4.367275 79.763069 97.23217
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SLY 1.243664 77.5 1809732.8125 0.437588 0.531287 0.513642
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 84.60402975821997 83.69624498551492
test cv mean error, stdev (10 folds): 90.26006064882574 85.75353983896113
sell date: 2022-08-14
expected return: 0.09435383799012423
discounted return: 0.0015557621648785158
quarter return: 1.153751603095759
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25794671.875
Sector 1YMF: 14.330001831054688
1YMF: 14.330001831054688
risk trend factor: 0.4625564970394849
      totalAssets  trailingPE
VDE  9.791998e+09    8.720438
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 108.400002 109.091942 119.897302 130.702662 112.549524 6.711476 99.126572 125.972476
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDE 0.827969 108.400002 25794671.875 0.765817 0.733758 0.517254
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 154.91171156477313 205.2085913123838
test cv mean error, stdev (10 folds): 169.90052434704552 209.4046631486799
sell date: 2022-09-18
expected return: 0.19786552676250987
discounted return: 0.001943189262701539
quarter return: 1.1955423616821854
['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3268846.484375
Sector 1YMF: -69.8699951171875
1YMF: -69.8699951171875
risk trend factor: -2.02874535900685
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 177.660004 177.374402 186.335397 195.296392 194.919525 7.598617 179.722291 210.116758
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 1.480492 177.660004 3268846.484375 0.4983 0.764603 0.355847
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 90.81052485722661 59.81314897701307
test cv mean error, stdev (10 folds): 92.1432809448846 62.57657938551701
sell date: 2022-07-24
expected return: 0.04768406792305951
discounted return: 0.0012597679376336046
quarter return: 1.1228001609062328
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5029426.5625
Sector 1YMF: -55.529998779296875
1YMF: -55.529998779296875
risk trend factor: -2.228330772852824
      totalAssets
VPU  7.854255e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 142.639999 145.026922 157.167143 169.307365 158.766666 5.333557 148.099552 169.433781
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VPU 1.238869 142.639999 5029426.5625 0.476943 0.575311 0.291623
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 67.54983737949375 79.57052571797756
test cv mean error, stdev (10 folds): 71.5413908624557 82.39756511657437
sell date: 2022-06-19
expected return: 0.05952245240776661
discounted return: 0.02933107035966165
quarter return: 14.291162520526449
['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683957.03125
Sector 1YMF: -109.88999938964844
1YMF: -109.88999938964844
risk trend factor: -2.769404672772488
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 162.75 166.399295 182.418888 198.438482 187.714921 7.971112 171.772698 203.657145
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 0.997818 162.75 2683957.03125 0.552809 0.655014 0.425897
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 207.70738265136504 132.65825138883528
test cv mean error, stdev (10 folds): 223.6764419754035 128.65814736552585
sell date: 2022-07-10
expected return: 0.1119318183260182
discounted return: 0.004623651000345452
quarter return: 1.5286660891466681
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367363.8671875
Sector 1YMF: -124.31001281738281
1YMF: -124.31001281738281
risk trend factor: -2.8504922628415557
      totalAssets  trailingPE
VHT  1.866525e+10     4.76247
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 219.509995 220.654154 235.040794 249.427434 244.335872 11.224845 221.886182 266.785562
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VHT 1.214414 219.509995 5367363.867188 0.39819 0.637303 0.3325
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 279.5978770253289 226.12512182809652
test cv mean error, stdev (10 folds): 277.2864584836826 237.03809276595766
sell date: 2022-08-28
expected return: 0.049295339393070646
discounted return: 0.0006685405061188643
quarter return: 1.0634147325506256
['options', ('2022-06-17',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102987975.5859375
Sector 1YMF: -78.06999206542969
1YMF: -78.06999206542969
risk trend factor: -2.915234256258139
      totalAssets
VNQ  7.839537e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 87.040001 87.570691 95.275873 102.981056 102.085397 6.981869 88.121659 116.049135
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VNQ 1.205023 87.040001 102987975.585938 0.280727 0.448402 0.395581
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 74.07196505972851 107.14799507369915
test cv mean error, stdev (10 folds): 78.54723351089628 111.39324023538671
sell date: 2022-06-19
expected return: 0.029626841200132554
discounted return: 0.01470529770970086
quarter return: 3.830657804920116
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16527203.7109375
Sector 1YMF: -73.55999755859375
1YMF: -73.55999755859375
risk trend factor: -3.976216084248311
      totalAssets
VFH  1.046217e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 75.419998 75.781429 82.755715 89.73 87.139048 5.472163 76.194721 98.083374
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VFH 1.217683 75.419998 16527203.710938 0.429233 0.482221 0.491488
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 60.09383639547041 57.615450340053094
test cv mean error, stdev (10 folds): 63.924860649057884 59.07753873960204
sell date: 2022-08-28
expected return: 0.06890778554346759
discounted return: 0.0009259473966229947
quarter return: 1.0888779315240102
['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3375701.3671875
Sector 1YMF: -141.6699981689453
1YMF: -141.6699981689453
risk trend factor: -4.0477142333984375
Empty DataFrame
Columns: []
Index: [VIS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 159.779999 161.379178 173.219365 185.059552 181.926032 9.652982 162.620068 201.231995
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIS 0.873152 159.779999 3375701.367188 0.424826 0.48671 0.470783
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 280.89042894226026 336.00159009704754
test cv mean error, stdev (10 folds): 303.7883179277397 344.1210971356311
sell date: 2022-08-28
expected return: 0.09023316926232705
discounted return: 0.001200603343935569
quarter return: 1.11671267078747
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2593840.625
Sector 1YMF: -369.34999084472656
1YMF: -369.34999084472656
risk trend factor: -4.1537329629948685
      totalAssets
VCR  5.266340e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 222.740005 220.387534 243.676825 266.966116 272.364761 27.808722 216.747317 327.982206
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VCR 1.29634 222.740005 2593840.625 0.187308 0.636286 0.472995
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 952.8830367315925 971.9508949262715
test cv mean error, stdev (10 folds): 1040.9427026546284 976.6564005616518
sell date: 2022-07-24
expected return: 0.051526277571769454
discounted return: 0.0013588333625320637
quarter return: 1.1330666546262926
['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14315855.2734375
Sector 1YMF: -374.97998046875
1YMF: -374.97998046875
risk trend factor: -4.4188079801718425
      totalAssets
VGT  5.044675e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 315.970001 316.754058 346.341429 375.9288 373.130002 29.399875 314.330253 431.929751
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 1.137257 315.970001 14315855.273438 0.243036 0.683578 0.429242
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 1107.692443241078 925.5522391639219
test cv mean error, stdev (10 folds): 1169.731103675255 948.6704684477432
sell date: 2022-09-11
expected return: 0.12687167601232358
discounted return: 0.0013898645634560225
quarter return: 1.136301582712567
['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4638787.3046875
Sector 1YMF: -170.42001342773438
1YMF: -170.42001342773438
risk trend factor: -7.422474748397777
Empty DataFrame
Columns: []
Index: [VOX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 91.389999 92.452696 99.803968 107.15524 107.854286 9.210231 89.433824 126.274748
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VOX 1.812392 91.389999 4638787.304688 0.036059 0.712116 0.512455
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 94.1071211050367 85.09095555247727
test cv mean error, stdev (10 folds): 100.46603325999953 86.71634414899984
sell date: 2022-09-11
expected return: 0.07184116996887799
discounted return: 0.000807045129171513
quarter return: 1.0770417981201434
['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 26979850.78125
Sector 1YMF: 13.050003051757812
1YMF: 13.050003051757812
risk trend factor: 10.609762527253386
Empty DataFrame
Columns: []
Index: [ACC]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 64.099998 64.286211 64.725873 65.165535 61.940476 3.999624 53.941228 69.939724
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 2.234901 64.099998 26979850.78125 0.967203 0.977604 0.419621
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 17.38153804293795 12.102196457408603
test cv mean error, stdev (10 folds): 18.103170393774633 12.465199304426951
sell date: 2022-07-17
expected return: 0.031424384685890684
discounted return: 0.0010318901884582843
quarter return: 1.0995323470136884
['options', ('2022-06-17',)]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15439291.9921875
Sector 1YMF: 2.279998779296875
1YMF: 2.279998779296875
risk trend factor: 4.956528950292737
Empty DataFrame
Columns: []
Index: [MTOR]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 35.91 35.940106 36.098412 36.256718 35.878095 0.246654 35.384787 36.371403
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTOR 1.642038 35.91 15439291.992188 0.978501 0.29595 0.43549
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 16.12034837148428 9.392302279151806
test cv mean error, stdev (10 folds): 15.624875348370711 9.712693915607272
sell date: 2022-09-18
expected return: 0.0050908158241922035
discounted return: 5.4602581340157386e-05
quarter return: 1.0050359382676266
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10912294.921875
Sector 1YMF: 2.649995803833008
1YMF: 2.649995803833008
risk trend factor: 2.2649498384462143
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 32.099998 31.873617 32.188889 32.504161 31.814762 0.890507 30.033748 33.595776
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 1.652237 32.099998 10912294.921875 0.965198 0.517984 0.449082
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 23.87776531489791 20.845468653787997
test cv mean error, stdev (10 folds): 25.778478281237447 20.934352374272137
sell date: 2022-08-07
expected return: 0.08489415900400657
discounted return: 0.001598971757586165
quarter return: 1.1583399681425293
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1621906.25
Sector 1YMF: 27.8099365234375
1YMF: 27.8099365234375
risk trend factor: 2.01229535346933
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 830.47998 830.934284 833.322221 835.710158 836.172855 21.70534 792.762175 879.583536
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
Y 1.558413 830.47998 1621906.25 0.919486 0.382778 0.459301
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 6246.773868881035 9811.844809032544
test cv mean error, stdev (10 folds): 6730.508643828475 10164.918844992177
sell date: 2022-08-07
expected return: 0.03259007271089594
discounted return: 0.0006290267650088666
quarter return: 1.0595584544910155
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5064230.46875
Sector 1YMF: 41.8699951171875
1YMF: 41.8699951171875
risk trend factor: 1.5455888068402643
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.792161    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4636001280         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM    1.965947                     0.824382       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832   5.374258  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 206.449997 185.297076 198.254762 211.212449 190.815873 7.379416 176.057041 205.574705
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFM 1.287362 206.449997 5064230.46875 0.962912 0.651375 0.476748
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -69.8699951171875
Sector Volume Factor: 1.4804916728676867
Sector Risk Trend Factor: -2.02874535900685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 341.4043344769378 451.53600389174676
test cv mean error, stdev (10 folds): 369.6812742680705 464.19593120201364
sell date: 2022-07-10
expected return: 0.0447918232238952
discounted return: 0.0019069312480921585
quarter return: 1.1915686274019364
['options', ('2022-08-19', '2022-12-16')]
symbol: BANF
sector: Financial Services
Index: SP600
vol_30d_2yr: 2480129.6875
Sector 1YMF: 25.399993896484375
1YMF: 25.399993896484375
risk trend factor: 1.5227813808014614
          beta dividendRate dividendYield earningsGrowth ebitdaMargins  \
BANF  1.261764         1.44        0.0176          -0.15             0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
BANF  25.541208            0    489579000                 0.46682   

            industry   marketCap operatingMargins payoutRatio pegRatio  \
BANF  Banks—Regional  3028237568          0.43254      0.2934     2.57   

     priceToBook priceToSalesTrailing12Months profitMargins revenueGrowth  \
BANF    2.640443                     6.197036       0.32952        -0.008   

     revenuePerShare              sector sharesOutstanding shortRatio  \
BANF          14.947  Financial Services          32572200       6.33   

       totalCash totalCashPerShare totalDebt totalRevenue trailingPE  
BANF  2059768064            62.941  99100000    488659008  18.819838  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 91.559998 80.113243 89.27873 98.444217 85.368096 4.066924 77.234248 93.501943
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BANF 1.077928 91.559998 2480129.6875 0.912771 0.918694 0.536414
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 57.43070909139858 34.23390711310378
test cv mean error, stdev (10 folds): 60.476525300086834 34.454503767797306
sell date: 2022-09-18
expected return: 0.05141243020409907
discounted return: 0.0005392252421581034
quarter return: 1.050845787629788
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.171734e+09  1.171734e+09  1.146874e+09   
Net Tangible Assets               1.004246e+09  1.004246e+09  9.786270e+08   
Intangible Assets                          NaN  1.756600e+07  1.832500e+07   
Capital Surplus                            NaN  1.599140e+08  1.588770e+08   
Total Liab                                 NaN  8.233878e+09  1.015590e+10   
Total Assets                               NaN  9.405612e+09  1.130277e+10   
Common Stock                               NaN  3.260300e+07  3.257200e+07   
Other Current Assets                       NaN  4.577600e+07  4.215000e+07   
Retained Earnings                          NaN  9.770670e+08  9.505600e+08   
Good Will                                  NaN  1.499220e+08  1.499220e+08   
Treasury Stock                             NaN  2.150000e+06  4.865000e+06   
Other Assets                               NaN  6.238580e+09  6.128204e+09   
Cash                                       NaN  2.050822e+09  4.110866e+09   
Total Current Liabilities                  NaN  8.144420e+09  1.006686e+10   
Deferred Long Term Asset Charges           NaN  1.172000e+06           NaN   
Other Stockholder Equity                   NaN  2.150000e+06  4.865000e+06   
Property Plant Equipment                   NaN  2.740470e+08  2.716600e+08   
Total Current Assets                       NaN  2.145097e+09  4.192076e+09   
Long Term Investments                      NaN  5.804000e+08  5.425840e+08   
Long Term Debt                             NaN  8.598700e+07  8.597300e+07   
Inventory                                  NaN  3.955300e+07  3.906000e+07   
Accounts Payable                           NaN  8.091914e+09  9.992044e+09   

                                    2021-06-30  
Total Stockholder Equity          1.131591e+09  
Net Tangible Assets               9.623860e+08  
Intangible Assets                 1.928300e+07  
Capital Surplus                   1.583220e+08  
Total Liab                        9.883696e+09  
Total Assets                      1.101529e+10  
Common Stock                      3.278500e+07  
Other Current Assets              3.893200e+07  
Retained Earnings                 9.350670e+08  
Good Will                         1.499220e+08  
Treasury Stock                    5.417000e+06  
Other Assets                      6.280314e+09  
Cash                              3.641398e+09  
Total Current Liabilities         9.794790e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          5.417000e+06  
Property Plant Equipment          2.710840e+08  
Total Current Assets              3.720513e+09  
Long Term Investments             5.741710e+08  
Long Term Debt                    8.595900e+07  
Inventory                         4.018300e+07  
Accounts Payable                  9.728389e+09  ]
['quarterly_cashflow',                                            2022-03-31    2021-12-31  \
Net Income                                 35915000.0  3.816800e+07   
Change To Liabilities                             0.0  0.000000e+00   
Investments                                       NaN -9.512000e+06   
Total Cashflows From Investing Activities         NaN -1.741920e+08   
Net Borrowings                                    NaN -3.500000e+06   
Total Cash From Financing Activities              NaN -1.914817e+09   
Change To Operating Activities                    NaN -6.860000e+05   
Issuance Of Stock                                 NaN  5.390000e+05   
Change In Cash                                    NaN -2.060844e+09   
Total Cash From Operating Activities              NaN  2.816500e+07   
Depreciation                                      NaN  5.467000e+06   
Other Cashflows From Investing Activities         NaN -1.298000e+06   
Dividends Paid                                    NaN -1.172600e+07   
Other Cashflows From Financing Activities         NaN -1.900130e+09   
Change To Netincome                               NaN -1.510400e+07   
Capital Expenditures                              NaN -6.392000e+06   
Repurchase Of Stock                               NaN           NaN   

                                            2021-09-30   2021-06-30  
Net Income                                  38750000.0   48192000.0  
Change To Liabilities                              0.0          0.0  
Investments                                 32390000.0  -10869000.0  
Total Cashflows From Investing Activities  200772000.0  365288000.0  
Net Borrowings                                400000.0   58500000.0  
Total Cash From Financing Activities       241240000.0  147905000.0  
Change To Operating Activities                399000.0      -1000.0  
Issuance Of Stock                             539000.0     413000.0  
Change In Cash                             469468000.0  578990000.0  
Total Cash From Operating Activities        27456000.0   65797000.0  
Depreciation                                 4962000.0    4942000.0  
Other Cashflows From Investing Activities     828000.0   14923000.0  
Dividends Paid                             -11147000.0  -11142000.0  
Other Cashflows From Financing Activities  263651000.0  100134000.0  
Change To Netincome                        -18501000.0   10851000.0  
Capital Expenditures                        -5659000.0   -7482000.0  
Repurchase Of Stock                        -11664000.0  -11664000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   132130000  48192000
3Q2021   118493000  38750000
4Q2021   121815000  38168000
1Q2022   116221000  35915000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43709000.0   45034000.0   48279000.0   
Minority Interest                              None         None         None   
Net Income                               35915000.0   38168000.0   38750000.0   
Selling General Administrative           56988000.0   55859000.0   55090000.0   
Gross Profit                            116221000.0  121815000.0  118493000.0   
Ebit                                            0.0          0.0          0.0   
Operating Income                         47462000.0   49173000.0   51690000.0   
Other Operating Expenses                 11771000.0   16783000.0   11713000.0   
Interest Expense                               None         None         None   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        7794000.0    6866000.0    9529000.0   
Total Revenue                           116221000.0  121815000.0  118493000.0   
Total Operating Expenses                 68759000.0   72642000.0   66803000.0   
Cost Of Revenue                                 0.0          0.0          0.0   
Total Other Income Expense Net           -3753000.0   -4139000.0   -3411000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           35915000.0   38168000.0   38750000.0   
Net Income Applicable To Common Shares   35915000.0   38168000.0   38750000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        62907000.0  
Minority Interest                              None  
Net Income                               48192000.0  
Selling General Administrative           53961000.0  
Gross Profit                            132130000.0  
Ebit                                            0.0  
Operating Income                         63039000.0  
Other Operating Expenses                 15130000.0  
Interest Expense                               None  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       14715000.0  
Total Revenue                           132130000.0  
Total Operating Expenses                 69091000.0  
Cost Of Revenue                                 0.0  
Total Other Income Expense Net            -132000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           48192000.0  
Net Income Applicable To Common Shares   48192000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  1328625    2022-01-30   
1      Virtus Equity Tr-Virtus KAR Small Cap Core Fd   471363    2021-12-30   
2             Vanguard Total Stock Market Index Fund   463100    2021-12-30   
3                           iShares Russell 2000 ETF   408948    2022-01-30   
4                      Vanguard Small-Cap Index Fund   406215    2021-12-30   
5                Vanguard Small Cap Value Index Fund   260062    2021-12-30   
6                Vanguard Extended Market Index Fund   242508    2021-12-30   
7                          DFA U.S. Micro Cap Series   239834    2022-01-30   
8  Schwab Strategic Tr-Schwab U.S. Dividend Equit...   221816    2022-02-27   
9           SPDR (R) Ser Tr-S&P Regional Banking ETF   210949    2022-01-30   

    % Out     Value  
0  0.0406  99580443  
1  0.0144  33259373  
2  0.0141  32676336  
3  0.0125  30650652  
4  0.0124  28662530  
5  0.0079  18349974  
6  0.0074  17111364  
7  0.0073  17975558  
8  0.0068  17330484  
9  0.0064  15810627  ]
['options', ('2022-06-17',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92708582.421875
Sector 1YMF: 24.100000381469727
1YMF: 24.100000381469727
risk trend factor: 1.2141059059973964
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  12.820001   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4259791360         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.225273   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.135359       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  17.089191  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 35.09 26.840788 35.541111 44.241434 29.769206 5.452506 18.864194 40.674218
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.768095 35.09 92708582.421875 0.774588 0.622395 0.555912
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 25.720877012049698 17.863936823666034
test cv mean error, stdev (10 folds): 22.973989066046546 16.371710054407494
sell date: 2022-09-18
expected return: 0.4470970920208785
discounted return: 0.003981664387167294
quarter return: 1.4413580878533077
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10535892.7734375
Sector 1YMF: 7.760000228881836
1YMF: 7.760000228881836
risk trend factor: 1.1883614925281147
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 18.08 16.262576 18.084127 19.905678 15.902698 1.926426 12.049847 19.75555
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 1.294157 18.08 10535892.773438 0.906939 0.834351 0.500331
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.6699981689453
Sector Volume Factor: 0.8731518814579678
Sector Risk Trend Factor: -4.0477142333984375
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 4.563758803723551 7.424541486283341
test cv mean error, stdev (10 folds): 5.008942337795256 7.64566181594025
sell date: 2022-07-10
expected return: 0.1656193565138642
discounted return: 0.006685403958885949
quarter return: 1.8459800501751473
['options', ('2022-07-15',)]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10281161.1328125
Sector 1YMF: 22.600006103515625
1YMF: 22.600006103515625
risk trend factor: 1.1035159476887273
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
CEIX  2.379059        0.868      100.167          5.642  282313984   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CEIX       0.22235  9.169261    196007120      0.33279    422536000   

     heldPercentInstitutions      industry   marketCap operatingCashflow  \
CEIX                 0.86884  Thermal Coal  1625051904         305568992   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
CEIX          0.04547           0    3.353494                     1.279876   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CEIX       0.02686      0.586        0.01416        0.05563         0.249   

     revenuePerShare  sector sharesOutstanding shortRatio  totalCash  \
CEIX          36.905  Energy          34480200       1.85  149912992   

     totalCashPerShare  totalDebt totalRevenue  
CEIX             4.348  673937984   1269694976  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 49.060001 48.004985 52.513302 57.021619 46.495238 6.61632 33.262598 59.727878
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 1.464659 49.060001 10281161.132812 0.814788 0.891799 0.522582
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 36.97631528473198 64.10181216623809
test cv mean error, stdev (10 folds): 36.97631528473198 64.10181216623809
sell date: 2022-09-04
expected return: 0.5429120382517398
discounted return: 0.005504608466211591
quarter return: 1.6570439136742172
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.469450e+08  6.449200e+08  6.430330e+08   
Total Liab                        1.900704e+09  2.105167e+09  1.965198e+09   
Total Stockholder Equity          6.728130e+08  4.845800e+08  5.927330e+08   
Other Current Liab                1.790310e+08  2.688430e+08  1.451780e+08   
Total Assets                      2.573517e+09  2.589747e+09  2.557931e+09   
Common Stock                      3.450000e+05  3.450000e+05  3.450000e+05   
Other Current Assets              3.747200e+07  4.242800e+07  3.166900e+07   
Retained Earnings                 2.809600e+08  1.636370e+08  2.774260e+08   
Other Liab                        8.455480e+08  9.379920e+08  9.285180e+08   
Treasury Stock                   -2.554370e+08 -3.243220e+08 -3.280710e+08   
Other Assets                      5.153480e+08  5.008660e+08  4.742010e+08   
Cash                              1.499130e+08  1.619810e+08  1.466670e+08   
Total Current Liabilities         4.452320e+08  5.156760e+08  3.702570e+08   
Deferred Long Term Asset Charges  5.701100e+07  1.113720e+08  6.965600e+07   
Short Long Term Debt              3.658900e+07  2.765100e+07  3.139500e+07   
Other Stockholder Equity         -2.554370e+08 -3.243220e+08 -3.280710e+08   
Property Plant Equipment          1.671829e+09  1.704640e+09  1.711778e+09   
Total Current Assets              3.863400e+08  3.842410e+08  3.719520e+08   
Net Tangible Assets               6.728130e+08  4.845800e+08  5.927330e+08   
Net Receivables                   1.108630e+08  9.881800e+07  1.153080e+08   
Long Term Debt                    5.680520e+08  5.976970e+08  6.093260e+08   
Inventory                         6.287600e+07  5.601500e+07  5.929900e+07   
Accounts Payable                  8.034300e+07  7.839200e+07  6.807300e+07   

                                    2021-03-31  
Capital Surplus                   6.420540e+08  
Total Liab                        1.937495e+09  
Total Stockholder Equity          5.830650e+08  
Other Current Liab                1.260430e+08  
Total Assets                      2.520560e+09  
Common Stock                      3.440000e+05  
Other Current Assets              3.030000e+05  
Retained Earnings                 2.732540e+08  
Other Liab                        9.485460e+08  
Treasury Stock                   -3.325870e+08  
Other Assets                      4.475660e+08  
Cash                              9.117400e+07  
Total Current Liabilities         3.711940e+08  
Deferred Long Term Asset Charges  6.226100e+07  
Short Long Term Debt              2.888900e+07  
Other Stockholder Equity         -3.325870e+08  
Property Plant Equipment          1.736252e+09  
Total Current Assets              3.367420e+08  
Net Tangible Assets               5.830650e+08  
Net Receivables                   1.662310e+08  
Long Term Debt                    5.504440e+08  
Inventory                         5.520900e+07  
Accounts Payable                  7.538200e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                        5226000.0   13242000.0   
Total Cashflows From Investing Activities  -35758000.0  -45884000.0   
Net Borrowings                             -30768000.0  -22550000.0   
Total Cash From Financing Activities       -30768000.0  -22551000.0   
Change To Operating Activities             -27258000.0    1564000.0   
Net Income                                 117323000.0 -113789000.0   
Change In Cash                             -14100000.0   12103000.0   
Total Cash From Operating Activities        52426000.0   80538000.0   
Depreciation                                56510000.0   55977000.0   
Other Cashflows From Investing Activities   -7843000.0    -156000.0   
Change To Inventory                         -6861000.0    3284000.0   
Change To Account Receivables               -9263000.0    8877000.0   
Change To Netincome                        -85331000.0  109242000.0   
Capital Expenditures                       -29434000.0  -45863000.0   
Repurchase Of Stock                                NaN      -1000.0   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                       -6922000.0    -73000.0  
Total Cashflows From Investing Activities  -40225000.0  -5494000.0  
Net Borrowings                              56940000.0 -29803000.0  
Total Cash From Financing Activities        54342000.0 -31875000.0  
Change To Operating Activities             -14728000.0  -3098000.0  
Net Income                                   4172000.0  26404000.0  
Change In Cash                             108726000.0  40627000.0  
Total Cash From Operating Activities        94609000.0  77996000.0  
Depreciation                                52199000.0  59897000.0  
Other Cashflows From Investing Activities    -156000.0   -182000.0  
Change To Inventory                         -3574000.0    475000.0  
Change To Account Receivables               50857000.0  -5764000.0  
Change To Netincome                         10414000.0  -1985000.0  
Capital Expenditures                       -43655000.0 -13800000.0  
Repurchase Of Stock                          -230000.0  -2072000.0  
Other Cashflows From Financing Activities   -2368000.0  -2368000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   332361000   26404000
2Q2021   303895000    4172000
3Q2021   294837000 -113789000
4Q2021   338602000  117323000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       162586000.0 -154047000.0   -4721000.0   
Minority Interest                              None         None         None   
Net Income                              117323000.0 -113789000.0    4172000.0   
Selling General Administrative           20131000.0   22476000.0   22542000.0   
Gross Profit                            111053000.0   86408000.0  102837000.0   
Ebit                                    150330000.0 -139095000.0    7904000.0   
Operating Income                        150330000.0 -139095000.0    7904000.0   
Other Operating Expenses               -115918000.0  147050000.0   20192000.0   
Interest Expense                        -15849000.0  -16045000.0  -16187000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       45263000.0  -40258000.0   -8893000.0   
Total Revenue                           338602000.0  294837000.0  303895000.0   
Total Operating Expenses                188272000.0  433932000.0  295991000.0   
Cost Of Revenue                         227549000.0  208429000.0  201058000.0   
Total Other Income Expense Net           12256000.0  -14952000.0  -12625000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          117323000.0 -113789000.0    4172000.0   
Net Income Applicable To Common Shares  117323000.0 -113789000.0    4172000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        31589000.0  
Minority Interest                              None  
Net Income                               26404000.0  
Selling General Administrative           23964000.0  
Gross Profit                            120238000.0  
Ebit                                     36592000.0  
Operating Income                         36592000.0  
Other Operating Expenses                  -215000.0  
Interest Expense                        -15261000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5185000.0  
Total Revenue                           332361000.0  
Total Operating Expenses                295769000.0  
Cost Of Revenue                         212123000.0  
Total Other Income Expense Net           -5003000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           26404000.0  
Net Income Applicable To Common Shares   26404000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2228007    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini...  1914035    2022-01-30   
2                           iShares Russell 2000 ETF   792575    2022-01-30   
3             Vanguard Total Stock Market Index Fund   735685    2021-12-30   
4  Victory Portfolios-Victory Integrity Small Cap...   704300    2021-12-30   
5                    DFA U.S. Small Cap Value Series   629572    2022-01-30   
6                 iShares S&P Smallcap 600 Value ETF   526608    2022-01-30   
7                Vanguard Extended Market Index Fund   430229    2021-12-30   
8                     iShares Russell 2000 Value ETF   366723    2022-01-30   
9             Pacer Small Cap U.S. Cash Cows 100 ETF   323552    2022-01-30   

    % Out     Value  
0  0.0640  48436872  
1  0.0550  41611120  
2  0.0228  17230580  
3  0.0211  16707406  
4  0.0202  15994653  
5  0.0181  13686895  
6  0.0151  11448457  
7  0.0124   9770500  
8  0.0105   7972558  
9  0.0093   7034020  ]
['options', ('2022-06-17', '2022-08-19')]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14113253.515625
Sector 1YMF: 20.09100341796875
1YMF: 20.09100341796875
risk trend factor: 1.0529877099958074
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.943627        1.828       36.846          3.692  108329000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002   67.4382     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.00644  Diagnostics & Research  4062789888   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.48    8.132791   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.501749      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          67690600       1.93  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 59.540001 59.091792 66.38219 73.672588 61.651587 5.304665 51.042258 72.260917
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 1.772745 59.540001 14113253.515625 0.774897 0.957446 0.533091
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -124.31001281738281
Sector Volume Factor: 1.2144136602789217
Sector Risk Trend Factor: -2.8504922628415557
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 41.48282594748043 60.16277129292424
test cv mean error, stdev (10 folds): 42.472503998805934 63.01381599971796
sell date: 2022-09-18
expected return: 0.08386712325682995
discounted return: 0.0008663461954796503
quarter return: 1.0829289318966995
['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21743692.96875
Sector 1YMF: 9.990001678466797
1YMF: 9.990001678466797
risk trend factor: 0.9920558074695336
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 40.450001 35.617662 37.784079 39.950497 35.093175 2.395336 30.302502 39.883847
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GO 1.107204 40.450001 21743692.96875 0.697775 0.177952 0.402887
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -69.8699951171875
Sector Volume Factor: 1.4804916728676867
Sector Risk Trend Factor: -2.02874535900685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 15.80987933983161 6.829165054824745
test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745
sell date: 2022-07-24
expected return: 0.014618691441191397
discounted return: 0.00039231662398697686
quarter return: 1.0367450559027056
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: error
sector: error
Index: SP500
vol_30d_2yr: 552368724.0234375
Sector 1YMF: 24.93999481201172
1YMF: 24.93999481201172
risk trend factor: 0.9490105011595055
Empty DataFrame
Columns: []
Index: [XOM]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 91.389999 89.198012 96.716825 104.235638 88.786289 6.588575 75.609139 101.963438
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 1.083511 91.389999 552368724.023438 0.809562 0.916245 0.534339
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 97.73490803510009 107.32363912819847
test cv mean error, stdev (10 folds): 107.20989594386506 108.08678833916397
sell date: 2022-09-18
expected return: 0.23531371659580935
discounted return: 0.0022748950470505847
quarter return: 1.2325098859607904
['mutualfund_holders',                                                Holder     Shares  \
0              Vanguard Total Stock Market Index Fund  120310714   
1              Vanguard Total Stock Market Index Fund  120310714   
2               Select Sector SPDR Fund-Energy Select  104790890   
3               Select Sector SPDR Fund-Energy Select  104790890   
4                             Vanguard 500 Index Fund   89656123   
5                             Vanguard 500 Index Fund   89656123   
6                              SPDR S&P 500 ETF Trust   44986060   
7                              SPDR S&P 500 ETF Trust   44986060   
8                             Fidelity 500 Index Fund   43355092   
9                             Fidelity 500 Index Fund   43355092   
10                           iShares Core S&P 500 ETF   35205800   
11                           iShares Core S&P 500 ETF   35205800   
12                    Vanguard Index-Value Index Fund   32349611   
13                    Vanguard Index-Value Index Fund   32349611   
14  Vanguard Institutional Index Fund-Institutiona...   31898803   
15  Vanguard Institutional Index Fund-Institutiona...   31898803   
16                         Vanguard Energy Index Fund   24678647   
17                         Vanguard Energy Index Fund   24678647   
18                            First Eagle Global Fund   17012219   
19                            First Eagle Global Fund   17012219   

   Date Reported   % Out       Value  
0     2021-12-30  0.0286  7361812589  
1     2021-12-30  0.0284  7361812589  
2     2022-01-30  0.0249  7959916004  
3     2022-01-30  0.0248  7959916004  
4     2021-12-30  0.0213  5486058166  
5     2021-12-30  0.0212  5486058166  
6     2022-01-30  0.0107  3417141117  
7     2022-01-30  0.0106  3417141117  
8     2022-02-27  0.0103  3399906314  
9     2022-02-27  0.0102  3399906314  
10    2022-01-30  0.0084  2674232568  
11    2022-01-30  0.0083  2674232568  
12    2021-12-30  0.0077  1979472697  
13    2021-12-30  0.0076  1979472697  
14    2021-12-30  0.0076  1951887755  
15    2021-12-30  0.0075  1951887755  
16    2022-02-27  0.0059  1935299497  
17    2022-02-27  0.0058  1935299497  
18    2022-01-30  0.0040  1292248155  
19    2022-01-30  0.0040  1292248155  ]
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22892569.7265625
Sector 1YMF: 38.0699462890625
1YMF: 38.0699462890625
risk trend factor: 0.9362996276495538
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.83477   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  46534418432   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.181064       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 304.019989 301.863634 319.558729 337.253824 317.76984 10.161133 297.447575 338.092106
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 0.981008 304.019989 22892569.726562 0.820561 0.997806 0.461676
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -124.31001281738281
Sector Volume Factor: 1.2144136602789217
Sector Risk Trend Factor: -2.8504922628415557
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 460.68525262037815 633.1761312071055
test cv mean error, stdev (10 folds): 495.9381907679 653.7069393524685
sell date: 2022-09-04
expected return: 0.06365637617324695
discounted return: 0.0007814746104450876
quarter return: 1.074513054576828
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189223264.453125
Sector 1YMF: 29.659996032714844
1YMF: 29.659996032714844
risk trend factor: 0.8399884359916364
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.420588        1.335       45.371         1.92        0.0187   

          ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
COP  20018999296       0.42904  12.647641  10509124608      0.49156   

    grossProfits heldPercentInstitutions       industry     marketCap  \
COP  22936000000                 0.80521  Oil & Gas E&P  130116534272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
COP       16995999744          0.27435      0.2348     0.54    2.949491   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
COP                      2.78861       0.17315      1.094        0.10439   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
COP        0.21471         1.771          35.237  Energy        1318950016   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
COP       1.79  6591000064             5.072  20600999936  46660001792   

    trailingPE  
COP  26.756605  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 102.419998 101.7508 112.619206 123.487613 104.448413 7.348641 89.751132 119.145694
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
COP 0.8692 102.419998 189223264.453125 0.77566 0.929388 0.48705
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 143.25760529439555 169.46635721089507
test cv mean error, stdev (10 folds): 156.83364486058147 171.94040477575322
sell date: 2022-09-18
expected return: 0.23531551862796574
discounted return: 0.002274910768365501
quarter return: 1.2325116645701102
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            6.058100e+10  6.043100e+10  6.033700e+10   
Total Liab                 4.525500e+10  4.318900e+10  4.112700e+10   
Total Stockholder Equity   4.540600e+10  4.411500e+10  4.427600e+10   
Other Current Liab         4.390000e+09  3.763000e+09  2.094000e+09   
Total Assets               9.066100e+10  8.730400e+10  8.540300e+10   
Common Stock               2.100000e+07  2.100000e+07  2.100000e+07   
Other Current Assets       1.348000e+09  1.696000e+09  7.800000e+08   
Retained Earnings          4.067400e+10  3.830700e+10  3.711600e+10   
Other Liab                 1.402100e+10  1.399200e+10  1.417200e+10   
Treasury Stock            -5.587000e+10 -5.464400e+10 -5.319800e+10   
Other Assets               2.036000e+09  2.376000e+09  2.501000e+09   
Cash                       5.028000e+09  9.833000e+09  6.608000e+09   
Total Current Liabilities  1.202100e+10  1.044900e+10  8.150000e+09   
Short Long Term Debt       9.200000e+08  9.200000e+08  1.205000e+09   
Other Stockholder Equity  -4.950000e+09 -5.123000e+09 -4.920000e+09   
Property Plant Equipment   6.556000e+10  5.668900e+10  5.771700e+10   
Total Current Assets       1.605000e+10  2.018100e+10  1.717200e+10   
Long Term Investments      7.015000e+09  8.058000e+09  8.013000e+09   
Net Tangible Assets        4.540600e+10  4.411500e+10  4.427600e+10   
Short Term Investments     1.563000e+09  2.094000e+09  4.053000e+09   
Net Receivables            6.670000e+09  5.465000e+09  4.524000e+09   
Long Term Debt             1.775300e+10  1.789500e+10  1.793000e+10   
Inventory                  1.208000e+09  1.043000e+09  1.138000e+09   
Accounts Payable           5.025000e+09  4.131000e+09  3.613000e+09   

                             2021-03-31  
Capital Surplus            6.027800e+10  
Total Liab                 4.053800e+10  
Total Stockholder Equity   4.315500e+10  
Other Current Liab         1.180000e+09  
Total Assets               8.369300e+10  
Common Stock               2.100000e+07  
Other Current Assets       3.260000e+08  
Retained Earnings          3.560800e+10  
Other Liab                 1.401600e+10  
Treasury Stock            -5.275200e+10  
Other Assets               2.523000e+09  
Cash                       2.831000e+09  
Total Current Liabilities  7.184000e+09  
Short Long Term Debt       6.890000e+08  
Other Stockholder Equity  -5.080000e+09  
Property Plant Equipment   5.827000e+10  
Total Current Assets       1.461400e+10  
Long Term Investments      8.286000e+09  
Net Tangible Assets        4.315500e+10  
Short Term Investments     5.668000e+09  
Net Receivables            4.481000e+09  
Long Term Debt             1.846500e+10  
Inventory                  1.098000e+09  
Accounts Payable           3.779000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                2.450000e+08  1.544000e+09   
Change To Liabilities                      7.170000e+08  3.590000e+08   
Total Cashflows From Investing Activities -8.595000e+09  5.320000e+08   
Net Borrowings                            -1.420000e+08 -3.190000e+08   
Total Cash From Financing Activities      -2.031000e+09 -2.086000e+09   
Change To Operating Activities             1.510000e+08 -4.120000e+08   
Issuance Of Stock                          1.180000e+08  2.700000e+07   
Net Income                                 2.627000e+09  2.379000e+09   
Change In Cash                            -4.789000e+09  3.231000e+09   
Repurchase Of Stock                       -1.399000e+09 -1.243000e+09   
Effect Of Exchange Rate                   -3.100000e+07 -1.200000e+07   
Total Cash From Operating Activities       5.868000e+09  4.797000e+09   
Depreciation                               1.792000e+09  1.672000e+09   
Other Cashflows From Investing Activities  5.280000e+08 -3.420000e+08   
Dividends Paid                            -6.090000e+08 -5.790000e+08   
Change To Inventory                       -1.470000e+08  7.600000e+07   
Change To Account Receivables             -8.810000e+08 -8.250000e+08   
Other Cashflows From Financing Activities  1.000000e+06  2.800000e+07   
Change To Netincome                        1.076000e+09  4.400000e+07   
Capital Expenditures                      -1.557000e+09 -1.302000e+09   

                                             2021-06-30    2021-03-31  
Investments                                1.801000e+09 -4.990000e+08  
Change To Liabilities                     -1.010000e+08  4.240000e+08  
Total Cashflows From Investing Activities  7.340000e+08 -1.215000e+09  
Net Borrowings                            -1.800000e+07 -2.600000e+07  
Total Cash From Financing Activities      -1.203000e+09 -1.015000e+09  
Change To Operating Activities            -3.450000e+08 -4.300000e+07  
Issuance Of Stock                          2.700000e+07  2.700000e+07  
Net Income                                 2.091000e+09  9.820000e+08  
Change In Cash                             3.793000e+09 -1.520000e+08  
Repurchase Of Stock                       -6.060000e+08 -3.750000e+08  
Effect Of Exchange Rate                    1.100000e+07 -2.000000e+06  
Total Cash From Operating Activities       4.251000e+09  2.080000e+09  
Depreciation                               1.868000e+09  1.886000e+09  
Other Cashflows From Investing Activities  2.100000e+07  1.190000e+08  
Dividends Paid                            -5.830000e+08 -5.880000e+08  
Change To Inventory                       -3.800000e+07 -5.100000e+07  
Change To Account Receivables             -9.000000e+06 -7.850000e+08  
Other Cashflows From Financing Activities  4.000000e+06 -2.600000e+07  
Change To Netincome                        8.100000e+07 -7.730000e+08  
Capital Expenditures                      -1.248000e+09 -1.217000e+09  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021    9948000000   982000000
2Q2021    9695000000  2091000000
3Q2021   11565000000  2379000000
4Q2021   15452000000  2627000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        4336000000.0   3582000000.0   
Minority Interest                                None           None   
Net Income                               2627000000.0   2379000000.0   
Selling General Administrative            176000000.0    144000000.0   
Gross Profit                             7429000000.0   5997000000.0   
Ebit                                     4802000000.0   3659000000.0   
Operating Income                         4802000000.0   3659000000.0   
Other Operating Expenses                  534000000.0    457000000.0   
Interest Expense                         -219000000.0   -219000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       1709000000.0   1203000000.0   
Total Revenue                           15452000000.0  11565000000.0   
Total Operating Expenses                10650000000.0   7906000000.0   
Cost Of Revenue                          8023000000.0   5568000000.0   
Total Other Income Expense Net           -466000000.0    -77000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           2627000000.0   2379000000.0   
Net Income Applicable To Common Shares   2627000000.0   2379000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       3080000000.0  1714000000.0  
Minority Interest                               None          None  
Net Income                              2091000000.0   982000000.0  
Selling General Administrative           156000000.0   274000000.0  
Gross Profit                            5318000000.0  4138000000.0  
Ebit                                    2793000000.0  1483000000.0  
Operating Income                        2793000000.0  1483000000.0  
Other Operating Expenses                 445000000.0   415000000.0  
Interest Expense                        -220000000.0  -226000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       989000000.0   732000000.0  
Total Revenue                           9695000000.0  9948000000.0  
Total Operating Expenses                6902000000.0  8465000000.0  
Cost Of Revenue                         4377000000.0  5810000000.0  
Total Other Income Expense Net           287000000.0   231000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          2091000000.0   982000000.0  
Net Income Applicable To Common Shares  2091000000.0   982000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  37482675    2021-12-30  0.0290   
1                 Vanguard 500 Index Fund  27932470    2021-12-30  0.0216   
2   Select Sector SPDR Fund-Energy Select  17578768    2022-01-30  0.0136   
3            JP Morgan Equity Income Fund  17507721    2021-12-30  0.0135   
4                American Mutual Fund Inc  14946383    2022-01-30  0.0116   
5                  Dodge & Cox Stock Fund  14316858    2021-12-30  0.0111   
6        Washington Mutual Investors Fund  14216422    2022-01-30  0.0110   
7                  SPDR S&P 500 ETF Trust  14014015    2022-01-30  0.0108   
8                 Fidelity 500 Index Fund  13507069    2022-02-27  0.0104   
9                iShares Core S&P 500 ETF  10969668    2022-01-30  0.0085   

        Value  
0  2705499481  
1  2016165684  
2  1557830420  
3  1263707301  
4  1324548461  
5  1033390810  
6  1259859317  
7  1241922009  
8  1281280565  
9   972131978  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.68
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                     0
militaryContract                     False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54246410.7421875
Sector 1YMF: 10.880002975463867
1YMF: 10.880002975463867
risk trend factor: 0.8254932586524946
        beta currentRatio dividendRate dividendYield     ebitda ebitdaMargins  \
HRB  0.77549        1.058         1.08        0.0334  775283968       0.29948   

     forwardPE grossMargins grossProfits heldPercentInstitutions  \
HRB  11.050994      0.46994   1400058000                 0.93728   

              industry   marketCap operatingCashflow operatingMargins  \
HRB  Personal Services  5861442048          -1775000          0.24504   

    payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
HRB      0.3344     0.92      379.25                     2.264185   

    profitMargins quickRatio revenueGrowth revenuePerShare             sector  \
HRB       0.19834      0.844         0.119          14.768  Consumer Cyclical   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
HRB         175628992       6.28  336249984             2.044  2666034944   

    totalRevenue trailingPE  
HRB   2588764928  13.566667  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 33.27 32.463712 34.639683 36.815653 29.59127 4.038276 21.514719 37.667821
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 1.002949 33.27 54246410.742188 0.850294 0.68658 0.435784
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -369.34999084472656
Sector Volume Factor: 1.2963402483527684
Sector Risk Trend Factor: -4.1537329629948685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 7.876975207816215 7.1666374330399965
test cv mean error, stdev (10 folds): 8.085382812116858 7.484583508127284
sell date: 2022-08-07
expected return: 0.07922483240376207
discounted return: 0.0014960794954594903
quarter return: 1.1474435369623213
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-04-30  \
Intangible Assets                 3.345570e+08  3.374510e+08  3.601480e+08   
Capital Surplus                   7.706610e+08  7.706830e+08  7.832920e+08   
Total Liab                        3.472710e+09  3.352499e+09  3.301245e+09   
Total Stockholder Equity         -3.726550e+08  1.552800e+07  3.524010e+08   
Other Current Liab                2.636960e+08  3.421690e+08  4.931200e+08   
Total Assets                      3.100055e+09  3.368027e+09  3.653646e+09   
Common Stock                      2.033000e+06  2.099000e+06  2.167000e+06   
Other Current Assets              1.236860e+08  1.390670e+08  1.286690e+08   
Retained Earnings                -4.668560e+08 -7.475700e+07  2.485060e+08   
Other Liab                        3.246140e+08  3.938340e+08  4.055010e+08   
Good Will                         7.591830e+08  7.494090e+08  7.576590e+08   
Treasury Stock                   -6.784930e+08 -6.824970e+08 -6.815640e+08   
Other Assets                      2.297300e+08  2.336890e+08  2.503790e+08   
Cash                              3.362500e+08  8.917390e+08  9.342510e+08   
Total Current Liabilities         1.171440e+09  7.529690e+08  1.163079e+09   
Deferred Long Term Asset Charges  1.796260e+08  1.789460e+08  1.828480e+08   
Short Long Term Debt              4.993950e+08           NaN           NaN   
Other Stockholder Equity         -9.433000e+06 -1.108900e+07  4.786000e+06   
Property Plant Equipment          5.369810e+08  5.517300e+08  5.857360e+08   
Total Current Assets              1.239604e+09  1.495748e+09  1.699724e+09   
Net Tangible Assets              -1.466395e+09 -1.071332e+09 -7.654060e+08   
Net Receivables                   6.528840e+08  3.952280e+08  5.312420e+08   
Long Term Debt                    1.760830e+09  1.984512e+09  1.490039e+09   
Accounts Payable                  1.558410e+08  1.548050e+08  1.896840e+08   

                                    2021-01-31  
Intangible Assets                 3.812640e+08  
Capital Surplus                   7.784950e+08  
Total Liab                        3.702943e+09  
Total Stockholder Equity         -5.345800e+08  
Other Current Liab                2.313770e+08  
Total Assets                      3.168363e+09  
Common Stock                      2.187000e+06  
Other Current Assets              1.811590e+08  
Retained Earnings                -6.165180e+08  
Other Liab                        3.965030e+08  
Good Will                         7.456160e+08  
Treasury Stock                   -6.987440e+08  
Other Assets                      2.388310e+08  
Cash                              2.802490e+08  
Total Current Liabilities         6.914830e+08  
Deferred Long Term Asset Charges  1.795980e+08  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -1.169300e+07  
Property Plant Equipment          5.820100e+08  
Total Current Assets              1.220642e+09  
Net Tangible Assets              -1.661460e+09  
Net Receivables                   5.630890e+08  
Long Term Debt                    2.369574e+09  
Accounts Payable                  1.553800e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -10603000.0 -162205000.0   
Total Cashflows From Investing Activities  -37991000.0  -19453000.0   
Net Borrowings                             275000000.0  275000000.0   
Total Cash From Financing Activities        67439000.0 -217322000.0   
Change To Operating Activities             -58473000.0    7172000.0   
Issuance Of Stock                             682000.0    3385000.0   
Net Income                                -190605000.0 -151601000.0   
Change In Cash                            -570870000.0 -553358000.0   
Repurchase Of Stock                       -158789000.0 -165800000.0   
Effect Of Exchange Rate                       629000.0   -3959000.0   
Total Cash From Operating Activities      -600947000.0 -312624000.0   
Depreciation                                35631000.0   35715000.0   
Other Cashflows From Investing Activities    7460000.0    2067000.0   
Dividends Paid                             -47942000.0  -48996000.0   
Change To Account Receivables             -251984000.0   35913000.0   
Other Cashflows From Financing Activities   -1512000.0   -5911000.0   
Change To Netincome                         49407000.0   -4850000.0   
Capital Expenditures                       -23751000.0  -15620000.0   

                                             2021-04-30   2021-01-31  
Change To Liabilities                      2.120270e+08  121208000.0  
Total Cashflows From Investing Activities  2.858900e+07  -50680000.0  
Net Borrowings                            -8.800000e+08  810000000.0  
Total Cash From Financing Activities      -9.659980e+08  763120000.0  
Change To Operating Activities             1.688400e+07  -55690000.0  
Issuance Of Stock                          1.000000e+03    1006000.0  
Net Income                                 9.492520e+08 -232994000.0  
Change In Cash                             6.015120e+08   74084000.0  
Repurchase Of Stock                       -3.813600e+07      -4000.0  
Effect Of Exchange Rate                    4.314000e+06    7584000.0  
Total Cash From Operating Activities       1.534607e+09 -645940000.0  
Depreciation                               3.968900e+07   39856000.0  
Other Cashflows From Investing Activities  1.497400e+07   -6854000.0  
Dividends Paid                            -4.718100e+07  -47689000.0  
Change To Account Receivables              2.873740e+08 -489891000.0  
Other Cashflows From Financing Activities -6.820000e+05    -193000.0  
Change To Netincome                        7.261100e+07  -20840000.0  
Capital Expenditures                      -4.796000e+06  -21412000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    308227000 -232994000
2Q2021   2328180000  949252000
3Q2021    192624000 -151601000
4Q2021    158816000 -190605000]
['quarterly_financials',                                          2021-12-31   2021-09-30  \
Research Development                           None         None   
Effect Of Accounting Charges                   None         None   
Income Before Tax                      -298918000.0 -197318000.0   
Minority Interest                              None         None   
Net Income                             -190605000.0 -151601000.0   
Selling General Administrative          146793000.0  125864000.0   
Gross Profit                           -130507000.0  -48908000.0   
Ebit                                   -277300000.0 -174772000.0   
Operating Income                       -277300000.0 -174772000.0   
Other Operating Expenses                       None         None   
Interest Expense                        -23085000.0  -22830000.0   
Extraordinary Items                            None         None   
Non Recurring                                  None         None   
Other Items                                    None         None   
Income Tax Expense                     -109845000.0  -47373000.0   
Total Revenue                           158816000.0  192624000.0   
Total Operating Expenses                436116000.0  367396000.0   
Cost Of Revenue                         289323000.0  241532000.0   
Total Other Income Expense Net          -21618000.0  -22546000.0   
Discontinued Operations                  -1532000.0   -1656000.0   
Net Income From Continuing Ops         -189073000.0 -149945000.0   
Net Income Applicable To Common Shares -190815000.0 -151840000.0   

                                          2021-04-30   2021-01-31  
Research Development                            None         None  
Effect Of Accounting Charges                    None         None  
Income Before Tax                       1065221000.0 -283500000.0  
Minority Interest                               None         None  
Net Income                               949252000.0 -232994000.0  
Selling General Administrative           340900000.0  191488000.0  
Gross Profit                            1426452000.0  -72046000.0  
Ebit                                    1085552000.0 -263534000.0  
Operating Income                        1085552000.0 -263534000.0  
Other Operating Expenses                        None         None  
Interest Expense                         -23562000.0  -22333000.0  
Extraordinary Items                             None         None  
Non Recurring                                   None         None  
Other Items                                     None         None  
Income Tax Expense                       114254000.0  -51669000.0  
Total Revenue                           2328180000.0  308227000.0  
Total Operating Expenses                1242628000.0  571761000.0  
Cost Of Revenue                          901728000.0  380273000.0  
Total Other Income Expense Net           -20331000.0  -19966000.0  
Discontinued Operations                   -1715000.0   -1163000.0  
Net Income From Continuing Ops           950967000.0 -231831000.0  
Net Income Applicable To Common Shares   947431000.0 -233204000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  4993851    2021-12-30   
1                        iShares Core S&P Midcap ETF  4885128    2022-01-30   
2                      Vanguard Small-Cap Index Fund  4419687    2021-12-30   
3           Vanguard Fenway Funds-Equity Income Fund  3882113    2021-12-30   
4                        iShares Select Dividend ETF  3817819    2022-01-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...  3398675    2022-03-30   
6                Vanguard Small Cap Value Index Fund  2804040    2021-12-30   
7                Vanguard Extended Market Index Fund  2336271    2021-12-30   
8                          Royce Special Equity Fund  1540000    2021-12-30   
9             Fidelity Select Portfolios-IT Services  1519900    2022-02-27   

    % Out      Value  
0  0.0313  117655129  
1  0.0306  111674026  
2  0.0277  104127825  
3  0.0243   91462582  
4  0.0239   87275342  
5  0.0213   88501497  
6  0.0176   66063182  
7  0.0146   55042544  
8  0.0096   36282400  
9  0.0095   37708719  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85523868.75
Sector 1YMF: 17.739999771118164
1YMF: 17.739999771118164
risk trend factor: 0.7763675270964514
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.179219        0.717       93.916         0.02        0.0004  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  5.310769    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88365  Oil & Gas E&P  6310117888        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.17    2.983406   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     2.178288       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121864000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SM       1.89  419887008             3.446  1986428032   2896824064  19.444235  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 43.299999 35.804937 46.433175 57.061412 41.064762 5.410478 30.243807 51.885717
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.613435 43.299999 85523868.75 0.782398 0.889778 0.475064
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 63.929367331236 97.81975162654231
test cv mean error, stdev (10 folds): 70.16542781018352 100.48781635520929
sell date: 2022-06-19
expected return: 0.13118389304907963
discounted return: 0.06357129194477595
quarter return: 290.0866736776227
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237831403.90625
Sector 1YMF: 20.21000099182129
1YMF: 20.21000099182129
risk trend factor: 0.7690258370233172
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.588475        1.325       71.489         5.08        0.0742   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
DVN          3.625  6653000192        0.4454  6.462943   3098249984   

    grossMargins grossProfits heldPercentInstitutions       industry  \
DVN      0.58211   7414000000                 0.84985  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
DVN  39712198656        6144000000          0.29732      0.4991     0.35   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
DVN    4.274652                     2.658646       0.24027      1.188   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
DVN        0.13144         0.4031          0.74           22.47  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DVN         660000000       1.41  2459000064             3.726  6744999936   

    totalRevenue trailingPE  
DVN  14936999936  11.295287  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 63.27 65.653 73.105238 80.557476 65.763333 6.439721 52.883892 78.642775
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 1.026625 63.27 237831403.90625 0.774941 0.955415 0.547561
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 83.12660658892773 137.91142109736185
test cv mean error, stdev (10 folds): 90.96221672637152 142.28897168629175
sell date: 2022-09-18
expected return: 0.797646234364674
discounted return: 0.006326142840587856
quarter return: 1.786345557207148
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.86
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                  None
militaryContract                     False]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248152.734375
Sector 1YMF: 16.089935302734375
1YMF: 16.089935302734375
risk trend factor: 0.7290407776656204
Empty DataFrame
Columns: []
Index: [ROG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 257.079987 254.024813 260.133967 266.243121 267.796825 6.249567 255.297691 280.295958
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROG 0.994011 257.079987 3248152.734375 0.902528 0.707598 0.478685
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 850.4186272902851 1192.0450461734074
test cv mean error, stdev (10 folds): 929.9643875509277 1222.0743546869942
sell date: 2022-06-19
expected return: -0.0017051801509878077
discounted return: -0.0008529538406210069
quarter return: 0.9244972166894726
['options', ('2022-06-17',)]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26835210.15625
Sector 1YMF: 1.3999958038330078
1YMF: 1.3999958038330078
risk trend factor: 0.6666639418858753
Empty DataFrame
Columns: []
Index: [SJI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 33.759998 33.569809 34.296825 35.023842 34.249841 0.377921 33.494 35.005683
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SJI 0.714807 33.759998 26835210.15625 0.908665 0.156179 0.415159
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 8.57891461718493 6.743172921267984
test cv mean error, stdev (10 folds): 9.098370749065896 6.859244780807526
sell date: 2022-09-18
expected return: 0.05609237205772791
discounted return: 0.0005870072213238764
quarter return: 1.055472801901096
['options', ('2022-07-15',)]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204947064.2578125
Sector 1YMF: 10.489994049072266
1YMF: 10.489994049072266
risk trend factor: 0.6626653718064264
         beta currentRatio debtToEquity dividendRate dividendYield  \
APA  4.125226        1.227      704.108          0.5         0.012   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
APA          4.324  4982000128       0.56569  4.022178   2424875008   

    grossMargins grossProfits heldPercentInstitutions       industry  \
APA      0.67015   5080000000                 0.86629  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
APA  13495457792        3716000000          0.40218      0.0339     0.17   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
APA                     1.532356       0.28023      0.882        0.17293   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
APA        4.69732         0.405          24.063  Energy         338232000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
APA       0.82  234000000             0.692  5999000064   8807000064   

    trailingPE  
APA   5.931322  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 41.759998 40.031775 46.123016 52.214257 42.944286 3.29672 36.350846 49.537726
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.960568 41.759998 204947064.257812 0.771011 0.332977 0.446771
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 36.85290742437288 39.68174022446753
test cv mean error, stdev (10 folds): 40.3098803558175 40.00809135666297
sell date: 2022-07-03
expected return: 0.288656410404112
discounted return: 0.01597628599654799
quarter return: 4.298219066376698
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2021-3                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.88
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               71
governanceScore                       7.96
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             38.81
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           82.83
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     21.98
governancePercentile                  None
militaryContract                     False]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141887166.2109375
Sector 1YMF: 21.600013732910156
1YMF: 21.600013732910156
risk trend factor: 0.6589388205393177
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0252  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.425641  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79737  Oil & Gas Refining & Marketing  48213475328   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35    2.026145   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.354712       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC   5.082117  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 91.980003 91.102268 102.463968 113.825668 92.242475 8.974023 74.29443 110.190521
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 1.076525 91.980003 141887166.210938 0.745187 0.710335 0.51907
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 131.0795318352937 179.9759321483381
test cv mean error, stdev (10 folds): 136.70941679332753 187.83455254633932
sell date: 2022-08-28
expected return: 0.2450897103588813
discounted return: 0.003049189124186169
quarter return: 1.323260252034655
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51415267.1875
Sector 1YMF: 14.680000305175781
1YMF: 14.680000305175781
risk trend factor: 0.6220339514544181
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 47.77 43.583972 51.079524 58.575075 43.652222 6.256969 31.138285 56.166159
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DINO 1.003531 47.77 51415267.1875 0.742624 0.504978 0.561898
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 72.576460284287 85.73941116506437
test cv mean error, stdev (10 folds): 78.90488809801519 87.44049172644745
sell date: 2022-09-18
expected return: 0.4346881252397488
discounted return: 0.003888697258628948
quarter return: 1.4291306687260636
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490913172.265625
Sector 1YMF: 6.459999084472656
1YMF: 6.459999084472656
risk trend factor: 0.6217515185815937
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.570326        1.103       36.547         0.32        0.0114   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MRO         13.833  3833999872       0.61789  5.767605   1898625024   

    grossMargins grossProfits heldPercentInstitutions       industry  \
MRO      0.78646   4355000000                 0.80251  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MRO  17387968512        3684000000          0.28316      0.0769     0.54   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MRO    1.549962                     2.802251       0.34698      1.051   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MRO        0.06065         0.1954         0.499           8.035  Energy   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
MRO         707691008       0.85  682000000             0.964  4153999872   

    totalRevenue trailingPE  
MRO   6205000192   8.825431  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 25.66 25.772469 29.609365 33.446261 26.939592 2.398748 22.142097 31.737087
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 0.917749 25.66 490913172.265625 0.743138 0.862619 0.540113
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 12.255532988040612 17.95164962742751
test cv mean error, stdev (10 folds): 13.299976731493661 18.506446200693375
sell date: 2022-09-18
expected return: 0.304604780251799
discounted return: 0.002863232581788777
quarter return: 1.3008800580845001
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.13
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                  None
militaryContract                     False]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48834102.9296875
Sector 1YMF: 14.820003509521484
1YMF: 14.820003509521484
risk trend factor: 0.6159603081184883
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.085          0.2         0.003   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726  6.607179     33695376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94319  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  7609612288        1212914048          0.49636      0.0245     0.57   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    3.590058                     3.740739       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       4.68  63001000             0.533  1497975040   

     totalRevenue trailingPE  
MTDR   2034253952  10.514118  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 56.040001 48.109737 59.192857 70.275978 55.063175 5.230673 44.601828 65.524522
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTDR 0.642698 56.040001 48834102.929688 0.809075 0.921632 0.464965
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 57.85716415916249 62.82249472903784
test cv mean error, stdev (10 folds): 63.3976024234568 63.27460239490576
sell date: 2022-09-18
expected return: 0.23860812589271907
discounted return: 0.002303598355273051
quarter return: 1.235761427899895
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 12003625.0
Sector 1YMF: 14.429996490478516
1YMF: 14.429996490478516
risk trend factor: 0.6123746319405766
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  4.088889   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83063   

           industry   marketCap operatingCashflow operatingMargins  \
ROCC  Oil & Gas E&P  1051397696         390172992          0.23271   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
ROCC           0     0.14    3.345455                       1.4818   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
ROCC       0.06175      0.404        0.08139        0.19205         1.903   

     revenuePerShare  sector sharesOutstanding shortRatio totalCash  \
ROCC           39.08  Energy          21163400        2.3   6358000   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
ROCC               0.3  525808992    709540992  21.113474  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 41.779999 31.141411 43.043286 54.945161 37.837937 5.399882 27.038173 48.637701
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROCC 1.057805 41.779999 12003625.0 0.749947 0.601456 0.578912
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 101.39949811580854 132.16950523588272
test cv mean error, stdev (10 folds): 108.73062213924891 136.47145070932157
sell date: 2022-08-07
expected return: 0.2110879822667285
discounted return: 0.003762336641273789
quarter return: 1.4126755527677608
['options', ('2022-07-15', '2022-12-16')]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90493904.4921875
Sector 1YMF: 28.05999755859375
1YMF: 28.05999755859375
risk trend factor: 0.5600798086468606
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0306   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  10.321334   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80541  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  47975763968        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.549113                     0.381472       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  18.924662  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 118.739998 117.280841 131.546349 145.811857 115.991905 14.921167 86.14957 145.83424
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VLO 1.276553 118.739998 90493904.492188 0.747957 0.703807 0.534876
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 270.7288036125925 325.1657047316831
test cv mean error, stdev (10 folds): 289.08789990695357 335.55683349127474
sell date: 2022-09-18
expected return: 0.3490525834545268
discounted return: 0.0032245701000064297
quarter return: 1.3447164509936733
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2715957.6171875
Sector 1YMF: 12.310012817382812
1YMF: 12.310012817382812
risk trend factor: 0.5525140705493028
Empty DataFrame
Columns: []
Index: [PSB]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 185.740005 185.754726 186.945397 188.136069 178.58127 10.681952 157.217366 199.945174
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PSB 2.625777 185.740005 2715957.617188 0.949237 0.808632 0.476969
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 260.5063229360087 223.517550956187
test cv mean error, stdev (10 folds): 282.3883555495087 222.91040415313898
sell date: 2022-07-24
expected return: 0.02953459929905512
discounted return: 0.000786981258402708
quarter return: 1.0750571264961832
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11253325.390625
Sector 1YMF: 14.15999984741211
1YMF: 14.15999984741211
risk trend factor: 0.4785399779962
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0222  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  5.807773    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04378  Oil & Gas E&P  7110930432         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792      0.4    1.532868   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     4.247195       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.57  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  16.671316  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 66.389999 60.798991 74.142698 87.486406 65.525238 7.696477 50.132283 80.918193
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CIVI 1.620286 66.389999 11253325.390625 0.740317 0.000353 0.475979
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 51.55359316545473 47.00561058314788
test cv mean error, stdev (10 folds): 55.55115663379006 47.4836507101994
sell date: 2022-09-18
expected return: 0.25538920657316877
discounted return: 0.002448645189316645
quarter return: 1.2523227125875087
['options', ('2022-07-15', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24747816.40625
Sector 1YMF: 2.736675262451172
1YMF: 2.736675262451172
risk trend factor: 0.37904083099097574
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 66.300003 65.216512 68.971905 72.727298 67.901429 1.790878 64.319673 71.483184
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
WRB 1.151774 66.300003 24747816.40625 0.831215 0.938034 0.452933
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 30.198218960642738 55.956222246869544
test cv mean error, stdev (10 folds): 32.81659318427742 58.0413126000435
sell date: 2022-09-18
expected return: 0.06968434856517591
discounted return: 0.0007246022212197278
quarter return: 1.068909814139557
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24816581.0546875
Sector 1YMF: 9.250007629394531
1YMF: 9.250007629394531
risk trend factor: 0.3476139578063814
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.747277        0.575       34.654          1.4        0.0164   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1255468032       0.45227  4.092647    598676224      0.89205   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.97868  Oil & Gas E&P  8288278016   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1683784960          0.21746      0.1225     0.17    2.888328   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.985751        0.1799      0.555        0.06877   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18662         0.877          28.416  Energy          99272704   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
PDCE       6.72  171156992             1.794  958110016   2775943936   

     trailingPE  
PDCE  16.581926  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 72.650002 63.339915 77.245238 91.150561 73.864444 5.654845 62.554753 85.174135
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PDCE 1.200705 72.650002 24816581.054688 0.789239 0.542285 0.491711
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 72.43226004354307 70.42731668177287
test cv mean error, stdev (10 folds): 73.99424076218664 73.68292785077412
sell date: 2022-09-18
expected return: 0.3062429711575351
discounted return: 0.002876764978065882
quarter return: 1.3024959962913203
['options', ('2022-07-15', '2022-12-16')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60309967.578125
Sector 1YMF: 12.949966430664062
1YMF: 12.949966430664062
risk trend factor: 0.30484852653737765
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0209   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5041999872       0.65762  5.376768    953625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.86683   5577000000                 0.91744  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  22026260480        4572000256          0.48611      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.747781                     2.872866       0.35751      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10278        0.22396         1.034          42.596  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7666999808   8.273861  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 133.679993 126.158293 146.608572 167.058851 139.299841 9.296925 120.705991 157.893691
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FANG 1.031604 133.679993 60309967.578125 0.793954 0.668762 0.470333
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 457.4652274706103 453.0765976406002
test cv mean error, stdev (10 folds): 492.34353754116444 460.8957296259948
sell date: 2022-09-18
expected return: 0.31657770133492685
discounted return: 0.0029617506689827433
quarter return: 1.312689841319238
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4412490.234375
Sector 1YMF: 5.340003967285156
1YMF: 5.340003967285156
risk trend factor: 0.303581737515056
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 94.690002 94.152858 94.93635 95.719841 88.07254 5.500129 77.072281 99.072798
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MANT 2.896006 94.690002 4412490.234375 0.831136 0.565273 0.363266
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -374.97998046875
Sector Volume Factor: 1.137256537526499
Sector Risk Trend Factor: -4.4188079801718425
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 58.17583490436807 23.523585497775894
test cv mean error, stdev (10 folds): 55.63890437961787 23.192637782737986
sell date: 2022-08-21
expected return: 0.10862475555817906
discounted return: 0.0015877250755631511
quarter return: 1.1571439643699222
['options', ('2022-08-19',)]
symbol: FCN
sector: Industrials
Index: SP400
vol_30d_2yr: 6861602.34375
Sector 1YMF: 5.3899993896484375
1YMF: 5.3899993896484375
risk trend factor: 0.2867020486544266
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
FCN  0.449509        2.395       36.191         -0.098  347764992   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
FCN        0.1236  22.009373    171587632      0.31042    860715000   

    heldPercentInstitutions             industry   marketCap  \
FCN                 1.07223  Consulting Services  5637372416   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
FCN         318288992           0.1075           0     3.02    3.541487   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
FCN                      2.00364       0.08167      2.147        0.06601   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
FCN        0.15126         0.054          83.929  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
FCN          34288500        6.4  271143008             7.866  587020992   

    totalRevenue trailingPE  
FCN   2813564928  23.000841  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 162.949997 159.096915 165.289047 171.48118 162.142381 5.101274 151.939833 172.344928
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FCN 0.661624 162.949997 6861602.34375 0.874839 0.916688 0.405187
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.6699981689453
Sector Volume Factor: 0.8731518814579678
Sector Risk Trend Factor: -4.0477142333984375
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 118.0983398047112 50.90102071587315
test cv mean error, stdev (10 folds): 116.6189746761398 53.05092522378669
sell date: 2022-09-18
expected return: 0.05665658999513497
discounted return: 0.0005927537047132336
quarter return: 1.0560306239304988
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets          2.964700e+07  3.199000e+07  3.450400e+07   
Total Liab                 1.327273e+09  1.517588e+09  1.462621e+09   
Total Stockholder Equity   1.622018e+09  1.583321e+09  1.544303e+09   
Deferred Long Term Liab    7.000000e+05  9.000000e+05  1.000000e+06   
Other Current Liab         4.011300e+07  9.977400e+07  3.627900e+07   
Total Assets               2.949291e+09  3.100909e+09  3.006924e+09   
Common Stock               3.450000e+05  3.430000e+05  3.430000e+05   
Retained Earnings          1.756704e+09  1.698156e+09  1.659947e+09   
Other Liab                 2.630210e+08  2.662880e+08  2.652540e+08   
Good Will                  1.243972e+09  1.232791e+09  1.234023e+09   
Treasury Stock            -1.350310e+08 -1.288400e+08 -1.244770e+08   
Other Assets               1.063720e+08  1.079430e+08  1.120850e+08   
Cash                       2.711430e+08  4.944850e+08  3.425270e+08   
Total Current Liabilities  5.099300e+08  7.181160e+08  6.456220e+08   
Other Stockholder Equity  -1.350310e+08 -1.288400e+08 -1.244770e+08   
Property Plant Equipment   3.479090e+08  3.581580e+08  3.578180e+08   
Total Current Assets       1.221391e+09  1.370027e+09  1.268494e+09   
Net Tangible Assets        3.483990e+08  3.185400e+08  2.757760e+08   
Net Receivables            8.532330e+08  7.916280e+08  8.427010e+08   
Long Term Debt             3.289360e+08  2.971580e+08  3.193550e+08   
Accounts Payable           1.406570e+08  1.618700e+07  1.248700e+08   
Capital Surplus                     NaN  1.366200e+07  8.490000e+06   
Other Current Assets                NaN  3.116300e+07           NaN   

                             2021-06-30  
Intangible Assets          3.765300e+07  
Total Liab                 1.449217e+09  
Total Stockholder Equity   1.489210e+09  
Deferred Long Term Liab    1.100000e+06  
Other Current Liab         3.694400e+07  
Total Assets               2.938427e+09  
Common Stock               3.430000e+05  
Retained Earnings          1.590467e+09  
Other Liab                 2.649410e+08  
Good Will                  1.240057e+09  
Treasury Stock            -1.058700e+08  
Other Assets               1.061600e+08  
Cash                       2.568750e+08  
Total Current Liabilities  5.625620e+08  
Other Stockholder Equity  -1.058700e+08  
Property Plant Equipment   3.410950e+08  
Total Current Assets       1.213462e+09  
Net Tangible Assets        2.115000e+08  
Net Receivables            8.782140e+08  
Long Term Debt             3.915810e+08  
Accounts Payable           1.215220e+08  
Capital Surplus            4.270000e+06  
Other Current Assets                NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                       -2628000.0   30029000.0   
Total Cashflows From Investing Activities  -19305000.0  -16819000.0   
Net Borrowings                              15000000.0  -25000000.0   
Total Cash From Financing Activities         4161000.0  -26696000.0   
Change To Operating Activities            -219044000.0   62706000.0   
Net Income                                  59321000.0   38208000.0   
Change In Cash                            -223342000.0  151958000.0   
Repurchase Of Stock                        -10014000.0    -969000.0   
Effect Of Exchange Rate                     -4420000.0   -4090000.0   
Total Cash From Operating Activities      -203778000.0  199563000.0   
Depreciation                                11175000.0   10946000.0   
Change To Account Receivables              -66471000.0   54270000.0   
Other Cashflows From Financing Activities    -825000.0    -727000.0   
Change To Netincome                         12226000.0    7756000.0   
Capital Expenditures                       -12607000.0  -16224000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                       -9447000.0  -11441000.0  
Total Cashflows From Investing Activities  -24745000.0  -29553000.0  
Net Borrowings                             -75000000.0  -70000000.0  
Total Cash From Financing Activities       -74476000.0  -76918000.0  
Change To Operating Activities              80715000.0   95868000.0  
Net Income                                  69480000.0   62782000.0  
Change In Cash                              85652000.0   23454000.0  
Repurchase Of Stock                          -802000.0    -677000.0  
Effect Of Exchange Rate                    -12073000.0    4367000.0  
Total Cash From Operating Activities       196946000.0  125558000.0  
Depreciation                                11726000.0   11458000.0  
Change To Account Receivables               23294000.0  -45442000.0  
Other Cashflows From Financing Activities    1326000.0   -6241000.0  
Change To Netincome                          6982000.0   12123000.0  
Capital Expenditures                       -24745000.0  -19720000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   711486000  62782000
3Q2021   702228000  69480000
4Q2021   676231000  38208000
1Q2022   723620000  59321000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        76288000.0   46795000.0   88635000.0   
Minority Interest                              None         None         None   
Net Income                               59321000.0   38208000.0   69480000.0   
Selling General Administrative          148971000.0  140141000.0  138484000.0   
Gross Profit                            230516000.0  192105000.0  229993000.0   
Ebit                                     79277000.0   49656000.0   88649000.0   
Operating Income                         79277000.0   49656000.0   88649000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -2642000.0   -6934000.0   -5073000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       16967000.0    8587000.0   19155000.0   
Total Revenue                           723620000.0  676231000.0  702228000.0   
Total Operating Expenses                644343000.0  626575000.0  613579000.0   
Cost Of Revenue                         493104000.0  484126000.0  472235000.0   
Total Other Income Expense Net           -2989000.0   -2861000.0     -14000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           59321000.0   38208000.0   69480000.0   
Net Income Applicable To Common Shares   59321000.0   38208000.0   69480000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        77774000.0  
Minority Interest                              None  
Net Income                               62782000.0  
Selling General Administrative          133254000.0  
Gross Profit                            220764000.0  
Ebit                                     84656000.0  
Operating Income                         84656000.0  
Other Operating Expenses                       None  
Interest Expense                         -5294000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       14992000.0  
Total Revenue                           711486000.0  
Total Operating Expenses                626830000.0  
Cost Of Revenue                         490722000.0  
Total Other Income Expense Net           -6882000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           62782000.0  
Net Income Applicable To Common Shares   62782000.0  ]
['mutualfund_holders',                                               Holder  Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  973831    2021-12-30   
1                        iShares Core S&P Midcap ETF  950045    2022-01-30   
2                      Vanguard Small-Cap Index Fund  863686    2021-12-30   
3                    Neuberger & Berman Genesis Fund  844353    2022-02-27   
4      Virtus Equity Tr-Virtus KAR Small Cap Core Fd  765194    2021-12-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...  696283    2022-03-30   
6                          Fundamental Investors Inc  579234    2021-12-30   
7                Vanguard Small Cap Value Index Fund  547463    2021-12-30   
8                Vanguard Extended Market Index Fund  455393    2021-12-30   
9                                Smallcap World Fund  390600    2021-12-30   

    % Out      Value  
0  0.0283  149405152  
1  0.0276  138526061  
2  0.0251  132506706  
3  0.0245  123275538  
4  0.0222  117396063  
5  0.0202  109469613  
6  0.0168   88866080  
7  0.0159   83991773  
8  0.0132   69866394  
9  0.0113   59925852  ]
['options', ('2022-06-17',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 499589648.4375
Sector 1YMF: 5.500003814697266
1YMF: 5.500003814697266
risk trend factor: 0.244335997011962
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.822384   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52557672448   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.470297   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.811584       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.383914  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 56.810001 58.485433 66.067619 73.649805 61.391111 4.682746 52.025619 70.756603
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 1.143644 56.810001 499589648.4375 0.737027 0.695678 0.543336
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 57.70265041885063 48.314589303389745
test cv mean error, stdev (10 folds): 59.40587885682551 50.35691248755781
sell date: 2022-06-19
expected return: 0.07687864809426415
discounted return: 0.03772763675940727
quarter return: 30.176664717766005
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.674900e+10  1.669200e+10  1.663800e+10   
Total Liab                        5.470900e+10  5.688500e+10  6.169300e+10   
Total Stockholder Equity          1.056500e+10  9.111000e+09  8.482000e+09   
Other Current Liab                6.930000e+08  1.037000e+09  1.120000e+09   
Total Assets                      7.503600e+10  7.575800e+10  7.993700e+10   
Common Stock                      2.170000e+08  2.170000e+08  2.170000e+08   
Other Current Assets              1.288000e+09  2.590000e+09  3.150000e+09   
Retained Earnings                 4.480000e+09  3.152000e+09  2.533000e+09   
Other Liab                        1.593300e+10  1.583900e+10  1.546200e+10   
Treasury Stock                   -1.088100e+10 -1.095000e+10 -1.090600e+10   
Other Assets                      1.231000e+09  1.145000e+09  1.138000e+09   
Cash                              2.764000e+09  2.059000e+09  4.569000e+09   
Total Current Liabilities         8.324000e+09  9.126000e+09  9.586000e+09   
Deferred Long Term Asset Charges  3.700000e+07           NaN           NaN   
Short Long Term Debt              4.160000e+08  1.040000e+09  1.424000e+09   
Other Stockholder Equity         -2.080000e+08 -2.820000e+08 -2.380000e+08   
Property Plant Equipment          6.065600e+10  6.144800e+10  6.270600e+10   
Total Current Assets              1.021100e+10  9.899000e+09  1.284400e+10   
Long Term Investments             2.938000e+09  3.266000e+09  3.249000e+09   
Net Tangible Assets               1.056500e+10  9.111000e+09  8.482000e+09   
Net Receivables                   4.313000e+09  3.477000e+09  3.288000e+09   
Long Term Debt                    2.936300e+10  3.099700e+10  3.573000e+10   
Inventory                         1.846000e+09  1.773000e+09  1.837000e+09   
Accounts Payable                  3.899000e+09  3.713000e+09  3.544000e+09   

                                    2021-03-31  
Capital Surplus                   1.658500e+10  
Total Liab                        6.105500e+10  
Total Stockholder Equity          8.538000e+09  
Other Current Liab                1.074000e+09  
Total Assets                      7.935500e+10  
Common Stock                      2.170000e+08  
Other Current Assets              2.585000e+09  
Retained Earnings                 2.639000e+09  
Other Liab                        1.572600e+10  
Treasury Stock                   -1.090300e+10  
Other Assets                      1.089000e+09  
Cash                              2.270000e+09  
Total Current Liabilities         8.631000e+09  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              1.208000e+09  
Other Stockholder Equity         -2.350000e+08  
Property Plant Equipment          6.502200e+10  
Total Current Assets              1.007400e+10  
Long Term Investments             3.170000e+09  
Net Tangible Assets               8.538000e+09  
Net Receivables                   3.046000e+09  
Long Term Debt                    3.574000e+10  
Inventory                         2.173000e+09  
Accounts Payable                  3.416000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.270000e+08 -4.970000e+08   
Change To Liabilities                      2.720000e+08  1.180000e+08   
Total Cashflows From Investing Activities -5.100000e+07 -1.660000e+08   
Net Borrowings                            -2.279000e+09 -4.381000e+09   
Total Cash From Financing Activities      -2.532000e+09 -5.424000e+09   
Change To Operating Activities             5.300000e+07 -6.700000e+07   
Issuance Of Stock                          7.000000e+06  1.300000e+07   
Net Income                                 1.537000e+09  8.280000e+08   
Change In Cash                             5.090000e+08 -2.472000e+09   
Repurchase Of Stock                       -8.000000e+06 -8.000000e+06   
Total Cash From Operating Activities       3.092000e+09  3.118000e+09   
Depreciation                               2.097000e+09  1.933000e+09   
Other Cashflows From Investing Activities  1.490000e+08 -9.000000e+06   
Dividends Paid                            -2.090000e+08 -2.100000e+08   
Change To Inventory                       -1.780000e+08  3.400000e+07   
Change To Account Receivables             -7.200000e+08 -1.870000e+08   
Other Cashflows From Financing Activities -4.300000e+07 -8.460000e+08   
Change To Netincome                        9.400000e+07  4.140000e+08   
Capital Expenditures                      -9.370000e+08 -6.560000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -1.000000e+07  4.860000e+08  
Change To Liabilities                      5.170000e+08 -4.200000e+07  
Total Cashflows From Investing Activities -7.540000e+08 -2.820000e+08  
Net Borrowings                            -4.381000e+09 -1.740000e+08  
Total Cash From Financing Activities      -2.620000e+08 -3.540000e+08  
Change To Operating Activities            -2.300000e+07 -8.200000e+07  
Issuance Of Stock                          8.000000e+06  6.000000e+06  
Net Income                                 1.030000e+08 -1.460000e+08  
Change In Cash                             2.298000e+09  2.740000e+08  
Repurchase Of Stock                       -8.000000e+06 -3.000000e+06  
Total Cash From Operating Activities       3.314000e+09  9.100000e+08  
Depreciation                               2.392000e+09  2.329000e+09  
Other Cashflows From Investing Activities -3.800000e+07 -8.400000e+07  
Dividends Paid                            -2.100000e+08 -2.110000e+08  
Change To Inventory                        3.690000e+08 -3.110000e+08  
Change To Account Receivables             -2.420000e+08 -9.370000e+08  
Other Cashflows From Financing Activities -2.700000e+08  2.800000e+07  
Change To Netincome                        2.050000e+08  7.400000e+07  
Capital Expenditures                      -6.980000e+08 -5.790000e+08  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   5293000000  -146000000
2Q2021   5958000000   103000000
3Q2021   6792000000   828000000
4Q2021   7913000000  1537000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2030000000.0  1217000000.0   
Minority Interest                               None          None   
Net Income                              1537000000.0   828000000.0   
Selling General Administrative           280000000.0   240000000.0   
Gross Profit                            5258000000.0  4284000000.0   
Ebit                                    2209000000.0  1535000000.0   
Operating Income                        2209000000.0  1535000000.0   
Other Operating Expenses                 565000000.0   545000000.0   
Interest Expense                        -413000000.0  -475000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       469000000.0   387000000.0   
Total Revenue                           7913000000.0  6792000000.0   
Total Operating Expenses                5704000000.0  5257000000.0   
Cost Of Revenue                         2655000000.0  2508000000.0   
Total Other Income Expense Net          -179000000.0  -318000000.0   
Discontinued Operations                  -24000000.0    -2000000.0   
Net Income From Continuing Ops          1561000000.0   830000000.0   
Net Income Applicable To Common Shares  1328000000.0   623000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        143000000.0   315000000.0  
Minority Interest                               None          None  
Net Income                               103000000.0  -146000000.0  
Selling General Administrative           177000000.0   166000000.0  
Gross Profit                            3719000000.0  3036000000.0  
Ebit                                     572000000.0    45000000.0  
Operating Income                         572000000.0    45000000.0  
Other Operating Expenses                 492000000.0   468000000.0  
Interest Expense                        -608000000.0     4000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0    16000000.0  
Total Revenue                           5958000000.0  5293000000.0  
Total Operating Expenses                5386000000.0  5248000000.0  
Cost Of Revenue                         2239000000.0  2257000000.0  
Total Other Income Expense Net          -429000000.0   270000000.0  
Discontinued Operations                    3000000.0  -445000000.0  
Net Income From Continuing Ops           100000000.0   299000000.0  
Net Income Applicable To Common Shares   -93000000.0  -346000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                  Dodge & Cox Stock Fund  68378526    2021-12-30  0.0730   
1   Select Sector SPDR Fund-Energy Select  26092792    2022-01-30  0.0278   
2  Vanguard Total Stock Market Index Fund  25205043    2021-12-30  0.0269   
3             Vanguard Mid-Cap Index Fund  20063349    2021-12-30  0.0214   
4                 Vanguard 500 Index Fund  18790382    2021-12-30  0.0200   
5                  SPDR S&P 500 ETF Trust   9409120    2022-01-30  0.0100   
6                 Fidelity 500 Index Fund   9086470    2022-02-27  0.0097   
7               Dodge & Cox Balanced Fund   8150914    2021-12-30  0.0087   
8                iShares Core S&P 500 ETF   7379729    2022-01-30  0.0079   
9           Dodge & Cox Global Stock Fund   7285763    2021-12-30  0.0078   

        Value  
0  1982293468  
1   982915474  
2   730694196  
3   581636487  
4   544733174  
5   354441550  
6   397351333  
7   236294996  
8   277994391  
9   211214269  ]
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97161242.3828125
Sector 1YMF: 10.389991760253906
1YMF: 10.389991760253906
risk trend factor: 0.2417401337540328
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0251   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.645493   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89128  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  68469616640        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.178433                     3.044718       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  15.597012  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-16 119.559998 118.328371 134.179842 150.031312 125.279683 8.564534 108.150615 142.408751
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EOG 0.870698 119.559998 97161242.382812 0.75653 0.682764 0.481992
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123
ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 288.97414681128515 278.7251158990426
test cv mean error, stdev (10 folds): 315.81934829270745 278.44056096026753
sell date: 2022-06-19
expected return: 0.14157883351619116
discounted return: 0.06844692592388091
quarter return: 441.8468431168764
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]
11
exp_return sell_date days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag pi_lower pi_upper price Sector Index error_price_ratio std_price_ratio
SYMBOL
EOG 0.141579 2022-06-19 2 0.068447 441.846843 315.819348 278.440561 False 121.516792 153.301822 119.559998 Energy SP500 2.641514 2.328877
SM 0.131184 2022-06-19 2 0.063571 290.086674 70.165428 100.487816 False 37.762882 63.529739 43.299999 Energy SP600 1.620449 2.320735
OXY 0.076879 2022-06-19 2 0.037728 30.176665 59.405879 50.356912 False 52.044768 71.912776 56.810001 Energy SP500 1.045694 0.886409
VPU 0.059522 2022-06-19 2 0.029331 14.291163 71.541391 82.397565 False 143.086993 160.016037 142.639999 error nan 0.501552 0.577661
APA 0.288656 2022-07-03 16 0.015976 4.298219 40.309880 40.008091 False 32.545878 90.966357 41.759998 Energy SP500 0.965275 0.958048
VNQ 0.029627 2022-06-19 2 0.014705 3.830658 78.547234 111.393240 False 84.632692 95.202118 87.040001 error nan 0.902427 1.279794
TWI 0.165619 2022-07-10 23 0.006685 1.845980 5.008942 7.645662 False 12.491773 35.419422 18.080000 Industrials SP600 0.277043 0.422880
DVN 0.797646 2022-09-18 93 0.006326 1.786346 90.962217 142.288972 False 57.867891 244.143153 63.270000 Energy SP500 1.437683 2.248917
CEIX 0.542912 2022-09-04 79 0.005505 1.657044 36.976315 64.101812 False 35.518675 166.663824 49.060001 Energy SP600 0.753696 1.306600
VAW 0.111932 2022-07-10 23 0.004624 1.528666 223.676442 128.658147 False 159.616297 205.173411 162.750000 error nan 1.374356 0.790526
PBF 0.447097 2022-09-18 93 0.003982 1.441358 22.973989 16.371710 False 14.862362 173.489926 35.090000 Energy SP600 0.654716 0.466563
DINO 0.434688 2022-09-18 93 0.003889 1.429131 78.904888 87.440492 False 37.537331 115.212760 47.770000 Energy SP400 1.651767 1.830448
ROCC 0.211088 2022-08-07 51 0.003762 1.412676 108.730622 136.471451 False 23.443799 109.209458 41.779999 Energy SP600 2.602456 3.266430
VLO 0.349053 2022-09-18 93 0.003225 1.344716 289.087900 335.556833 False 104.626759 249.813810 118.739998 Energy SP500 2.434629 2.825980
MPC 0.245090 2022-08-28 72 0.003049 1.323260 136.709417 187.834553 False 72.253480 181.522038 91.980003 Energy SP500 1.486295 2.042124
FANG 0.316578 2022-09-18 93 0.002962 1.312690 492.343538 460.895730 False 91.740028 337.650152 133.679993 Energy SP500 3.683001 3.447754
PDCE 0.306243 2022-09-18 93 0.002877 1.302496 73.994241 73.682928 False 45.024553 200.018322 72.650002 Energy SP400 1.018503 1.014218
MRO 0.304605 2022-09-18 93 0.002863 1.300880 13.299977 18.506446 False 18.488727 60.612781 25.660000 Energy SP500 0.518316 0.721218
CIVI 0.255389 2022-09-18 93 0.002449 1.252323 55.551157 47.483651 True 24.859401 247.102450 66.389999 Energy SP600 0.836740 0.715223
MTDR 0.238608 2022-09-18 93 0.002304 1.235761 63.397602 63.274602 False 27.496729 185.140496 56.040001 Energy SP400 1.131292 1.129097
COP 0.235316 2022-09-18 93 0.002275 1.232512 156.833645 171.940405 False 81.745620 195.821706 102.419998 Energy SP500 1.531280 1.678778
XOM 0.235314 2022-09-18 93 0.002275 1.232510 107.209896 108.086788 False 72.394649 176.711267 91.389999 error SP500 1.173103 1.182698
VDE 0.197866 2022-09-18 93 0.001943 1.195542 169.900524 209.404663 False 73.946885 233.459012 108.400002 error nan 1.567348 1.931777
SAFM 0.044792 2022-07-10 23 0.001907 1.191569 369.681274 464.195931 False 180.293713 258.647470 206.449997 Consumer Defensive SP400 1.790658 2.248467
TVTY 0.084894 2022-08-07 51 0.001599 1.158340 25.778478 20.934352 False 16.544910 72.611816 32.099998 error SP600 0.803068 0.652161
MANT 0.108625 2022-08-21 65 0.001588 1.157144 55.638904 23.192638 False 79.976090 134.688117 94.690002 Technology SP600 0.587590 0.244932
SLY 0.094354 2022-08-14 58 0.001556 1.153752 90.260061 85.753540 False 69.596976 106.321984 77.500000 error nan 1.164646 1.106497
HRB 0.079225 2022-08-07 51 0.001496 1.147444 8.085383 7.484584 False 26.112564 48.056801 33.270000 Consumer Cyclical SP400 0.243023 0.224965
VGT 0.126872 2022-09-11 86 0.001390 1.136302 1169.731104 948.670468 False 285.084881 448.524379 315.970001 error nan 3.702032 3.002407
VCR 0.051526 2022-07-24 37 0.001359 1.133067 1040.942703 976.656401 False 195.540659 280.543129 222.740005 error nan 4.673353 4.384737
SPY 0.097791 2022-08-28 72 0.001297 1.126614 947.397920 708.279136 False 340.690065 475.535895 366.649994 error nan 2.583930 1.931758
MDYG 0.127863 2022-09-18 93 0.001295 1.126405 48.333390 50.858172 False 52.859630 84.681965 59.320000 error nan 0.814791 0.857353
VDC 0.047684 2022-07-24 37 0.001260 1.122800 92.143281 62.576579 False 170.709909 205.580996 177.660004 error nan 0.518650 0.352227
VIS 0.090233 2022-08-28 72 0.001201 1.116713 303.788318 344.121097 False 141.615588 214.275516 159.779999 error nan 1.901291 2.153718
ACC 0.031424 2022-07-17 30 0.001032 1.099532 18.103170 12.465199 False 53.237451 82.105750 64.099998 error SP400 0.282421 0.194465
VFH 0.068908 2022-08-28 72 0.000926 1.088878 63.924861 59.077539 False 64.217155 99.925274 75.419998 error nan 0.847585 0.783314
LNTH 0.083867 2022-09-18 93 0.000866 1.082929 42.472504 63.013816 False 36.358796 114.540813 59.540001 Healthcare SP600 0.713344 1.058344
SPTM 0.061167 2022-08-28 72 0.000825 1.078813 15.153049 12.087009 False 40.503185 57.467334 45.189999 error nan 0.335319 0.267471
VOX 0.071841 2022-09-11 86 0.000807 1.077042 100.466033 86.716344 False 79.084309 121.329914 91.389999 error nan 1.099311 0.948860
PSB 0.029535 2022-07-24 37 0.000787 1.075057 282.388356 222.910404 False 163.645776 223.453932 185.740005 error SP400 1.520342 1.200121
MCK 0.063656 2022-09-04 79 0.000781 1.074513 495.938191 653.706939 False 253.191313 412.166835 304.019989 Healthcare SP500 1.631268 2.150210
WRB 0.069684 2022-09-18 93 0.000725 1.068910 32.816593 58.041313 False 54.170086 92.849346 66.300003 Financial Services SP500 0.494971 0.875435
VHT 0.049295 2022-08-28 72 0.000669 1.063415 277.286458 237.038093 False 193.003686 274.985734 219.509995 error nan 1.263207 1.079851
Y 0.032590 2022-08-07 51 0.000629 1.059558 6730.508644 10164.918845 False 698.882771 1052.228092 830.479980 Financial Services SP400 8.104360 12.239812
FCN 0.056657 2022-09-18 93 0.000593 1.056031 116.618975 53.050925 False 131.017645 226.334667 162.949997 Industrials SP400 0.715673 0.325566
SJI 0.056092 2022-09-18 93 0.000587 1.055473 9.098371 6.859245 False 25.312622 49.251735 33.759998 error SP600 0.269502 0.203177
BANF 0.051412 2022-09-18 93 0.000539 1.050846 60.476525 34.454504 False 68.946870 134.198502 91.559998 Financial Services SP600 0.660513 0.376305
GO 0.014619 2022-07-24 37 0.000392 1.036745 15.809879 6.829165 False 30.700808 56.033881 40.450001 Consumer Defensive SP400 0.390850 0.168830
MTOR 0.005091 2022-09-18 93 0.000055 1.005036 15.624875 9.712694 False 21.985116 59.253316 35.910000 error SP600 0.435112 0.270473
ROG -0.001705 2022-06-19 2 -0.000853 0.924497 929.964388 1222.074355 False 230.130613 286.206688 257.079987 error SP600 3.617413 4.753674